+7,456.6%
TSM vs TMUS
+359.0%
+7,097.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.5% | +6.3% | +3.6% |
| 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% | -4.8% |
| 6M | +20.6% | -16.5% | +37.1% | +23.7% |
| YTD | +41.9% | -9.2% | +51.0% | +42.6% |
| 1Y | +84.4% | -26.5% | +110.9% | +93.4% |
| 3Y | +380.2% | +39.0% | +341.2% | +329.2% |
| 5Y | +275.3% | +40.4% | +235.0% | +230.9% |
| 10Y | +1,751.4% | +303.7% | +1,447.7% | +1,176.2% |
| All | +7,456.6% | +359.0% | +7,097.6% | +4,157.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling