-55.4%
TSLL vs TMUS
+31.3%
-86.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -3.5% | -8.4% | -11.2% |
| 7D | +1.9% | +0.1% | +1.8% | +2.0% |
| 30D | +17.8% | +5.3% | +12.5% | +16.8% |
| 3M | -37.0% | +3.1% | -40.1% | -36.5% |
| 6M | -37.7% | -16.5% | -21.2% | -35.0% |
| YTD | -51.4% | -9.2% | -42.2% | -50.4% |
| 1Y | -23.4% | -26.5% | +3.1% | -17.1% |
| 3Y | -30.8% | +39.0% | -69.8% | -48.7% |
| All | -55.4% | +31.3% | -86.7% | -65.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling