+234.7%
TMUS vs EAT
+375.0%
-140.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.5% | +5.6% | +4.3% |
| 7D | +5.3% | -3.9% | +9.3% | +5.8% |
| 30D | +13.5% | +5.0% | +8.6% | +12.8% |
| 3M | -4.2% | -9.6% | +5.4% | -3.5% |
| 6M | -11.9% | +46.8% | -58.7% | -16.2% |
| YTD | -15.6% | +41.8% | -57.4% | -19.9% |
| 1Y | -16.8% | +98.3% | -115.1% | -24.3% |
| 3Y | +20.8% | +503.1% | -482.3% | -7.2% |
| 5Y | +48.0% | +356.7% | -308.6% | +14.2% |
| 10Y | +234.7% | +349.8% | -115.1% | +126.4% |
| All | +234.7% | +375.0% | -140.3% | +126.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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