+19.4%
ETN vs TMUS
-22.5%
+42.0%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.9% | +1.0% | +5.0% |
| 7D | +3.5% | +0.4% | +3.1% | +3.6% |
| 30D | -7.5% | +3.5% | -11.1% | -6.2% |
| 3M | +8.3% | -1.3% | +9.6% | +9.3% |
| 6M | +20.2% | -13.6% | +33.8% | +16.8% |
| YTD | +34.7% | -8.8% | +43.4% | +32.4% |
| 1Y | +19.4% | -22.9% | +42.3% | +5.3% |
| All | +19.4% | -22.5% | +42.0% | +5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling