+1,251.6%
ETN vs TMUS
+329.7%
+921.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.5% |
| 7D | +3.6% | +4.9% | -1.3% | +2.5% |
| 30D | -13.4% | +7.7% | -21.1% | -15.3% |
| 3M | -21.9% | -6.8% | -15.1% | -21.4% |
| 6M | -12.8% | -9.7% | -3.1% | -12.5% |
| YTD | +12.1% | -15.0% | +27.0% | +13.5% |
| 1Y | +0.8% | -19.1% | +20.0% | +3.3% |
| 3Y | +64.5% | +21.4% | +43.1% | +49.1% |
| 5Y | +121.7% | +51.2% | +70.6% | +88.0% |
| 10Y | +542.2% | +240.2% | +302.0% | +339.6% |
| All | +1,251.6% | +329.7% | +921.9% | +639.0% |
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 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