+1,468.4%
ETN vs TMUS
+359.0%
+1,109.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.5% | +6.9% | +4.3% |
| 7D | +2.0% | +0.1% | +1.9% | +1.9% |
| 30D | -7.9% | +5.3% | -13.2% | -9.2% |
| 3M | -1.6% | +3.1% | -4.7% | -3.4% |
| 6M | +16.9% | -16.5% | +33.3% | +20.4% |
| YTD | +30.1% | -9.2% | +39.2% | +30.9% |
| 1Y | +19.3% | -26.5% | +45.8% | +26.2% |
| 3Y | +82.5% | +39.0% | +43.5% | +61.5% |
| 5Y | +166.8% | +40.4% | +126.5% | +132.9% |
| 10Y | +649.7% | +303.7% | +346.0% | +397.0% |
| All | +1,468.4% | +359.0% | +1,109.4% | +752.4% |
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