+322.0%
TSM vs TMUS
+15.4%
+306.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.9% | +5.4% | +6.5% |
| 7D | -7.6% | +3.6% | -11.1% | -6.7% |
| 30D | -20.5% | -3.4% | -17.1% | -20.4% |
| 3M | -10.0% | -9.5% | -0.5% | -11.1% |
| 6M | -10.1% | -15.2% | +5.1% | -11.3% |
| YTD | +24.5% | -18.9% | +43.4% | +22.4% |
| 1Y | +31.2% | -17.7% | +48.9% | +29.2% |
| 3Y | +322.0% | +15.6% | +306.3% | +313.5% |
| All | +322.0% | +15.4% | +306.5% | +313.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling