-56.8%
TSLL vs TMUS
+17.1%
-74.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.9% | +7.8% | +8.6% |
| 7D | -21.2% | +3.6% | -24.8% | -21.5% |
| 30D | -13.3% | -3.4% | -9.9% | -13.1% |
| 3M | +15.4% | -9.5% | +24.8% | +17.0% |
| 6M | -34.2% | -15.2% | -19.0% | -32.0% |
| YTD | -52.9% | -18.9% | -34.0% | -51.2% |
| 1Y | -54.3% | -17.7% | -36.6% | -53.0% |
| 3Y | -18.4% | +15.6% | -34.0% | -36.4% |
| All | -56.8% | +17.1% | -74.0% | -65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TMUS.
Daily Out/Under-Performance
Portfolio return minus TMUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMUS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TMUS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling