+309.1%
TMUS vs EAT
+373.3%
-64.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.4% | +3.5% | +0.5% |
| 7D | -0.3% | -4.9% | +4.7% | +0.3% |
| 30D | +3.1% | -1.2% | +4.3% | +3.1% |
| 3M | +2.4% | +52.2% | -49.8% | -2.7% |
| 6M | -17.1% | +65.0% | -82.1% | -22.4% |
| YTD | -9.1% | +55.0% | -64.1% | -14.5% |
| 1Y | -23.6% | +42.1% | -65.7% | -27.7% |
| 3Y | +38.8% | +614.7% | -575.9% | +4.0% |
| 5Y | +43.0% | +322.7% | -279.8% | +11.0% |
| 10Y | +309.1% | +382.0% | -72.9% | +196.6% |
| All | +309.1% | +373.3% | -64.2% | +196.6% |
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