+1,709.2%
TSM vs TMUS
+306.4%
+1,402.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.5% | +6.3% | +3.5% |
| 7D | +2.7% | +0.1% | +2.6% | +2.7% |
| 30D | +3.6% | +5.3% | -1.6% | +2.4% |
| 3M | -3.4% | +3.1% | -6.5% | -4.9% |
| 6M | +20.6% | -16.5% | +37.1% | +24.4% |
| YTD | +41.9% | -9.2% | +51.0% | +42.8% |
| 1Y | +84.4% | -26.5% | +110.9% | +96.0% |
| 3Y | +380.2% | +39.0% | +341.2% | +304.4% |
| 5Y | +275.3% | +40.4% | +235.0% | +209.7% |
| All | +1,709.2% | +306.4% | +1,402.8% | +975.3% |
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 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