+1,502.2%
TSM vs TMUS
+260.7%
+1,241.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.1% | -0.6% | +2.8% |
| 7D | -2.5% | +5.3% | -7.9% | -3.4% |
| 30D | -14.3% | +13.5% | -27.8% | -16.5% |
| 3M | -7.2% | -4.2% | -3.0% | -7.1% |
| 6M | -5.1% | -11.9% | +6.8% | -3.9% |
| YTD | +28.9% | -15.6% | +44.5% | +30.9% |
| 1Y | +37.1% | -16.8% | +53.9% | +39.6% |
| 3Y | +341.5% | +20.8% | +320.7% | +283.0% |
| 5Y | +245.7% | +48.0% | +197.7% | +173.7% |
| 10Y | +1,502.2% | +234.7% | +1,267.5% | +878.9% |
| All | +1,502.2% | +260.7% | +1,241.5% | +878.9% |
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