+706.7%
ETN vs TMUS
+330.9%
+375.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.9% | +1.0% | +3.2% |
| 7D | +3.5% | +0.4% | +3.1% | +3.4% |
| 30D | -7.5% | +3.5% | -11.1% | -8.5% |
| 3M | +8.3% | -1.3% | +9.6% | +7.5% |
| 6M | +20.2% | -13.6% | +33.8% | +23.8% |
| YTD | +34.7% | -8.8% | +43.4% | +35.7% |
| 1Y | +19.4% | -22.9% | +42.3% | +27.0% |
| 3Y | +85.5% | +36.7% | +48.8% | +54.1% |
| 5Y | +186.6% | +46.6% | +140.0% | +127.1% |
| All | +706.7% | +330.9% | +375.7% | +351.0% |
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