-54.3%
TSLL vs TMUS
-18.2%
-36.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.9% | +7.8% | +8.8% |
| 7D | -21.2% | +3.6% | -24.8% | -20.8% |
| 30D | -13.3% | -3.4% | -9.9% | -13.0% |
| 3M | +15.4% | -9.5% | +24.8% | +16.0% |
| 6M | -34.2% | -15.2% | -19.0% | -32.7% |
| YTD | -52.9% | -18.9% | -34.0% | -54.6% |
| 1Y | -54.3% | -17.7% | -36.6% | -53.0% |
| All | -54.3% | -18.2% | -36.2% | -53.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling