+175.7%
ETN vs TMUS
+41.4%
+134.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | +3.0% | -5.8% | +8.8% | +3.4% |
| 30D | -10.9% | -0.2% | -10.7% | -11.0% |
| 3M | +9.2% | -4.0% | +13.2% | +9.3% |
| 6M | +13.9% | -18.1% | +32.0% | +16.8% |
| YTD | +29.5% | -11.3% | +40.9% | +30.7% |
| 1Y | +14.2% | -24.7% | +38.9% | +19.1% |
| 3Y | +79.9% | +35.4% | +44.5% | +55.6% |
| 5Y | +175.7% | +42.4% | +133.2% | +134.1% |
| All | +175.7% | +41.4% | +134.3% | +134.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling