-23.6%
TMUS vs EAT
+39.9%
-63.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.4% | +3.5% | +0.2% |
| 7D | -0.3% | -4.9% | +4.7% | -0.1% |
| 30D | +3.1% | -1.2% | +4.3% | +3.1% |
| 3M | +2.4% | +52.2% | -49.8% | +0.7% |
| 6M | -17.1% | +65.0% | -82.1% | -19.0% |
| YTD | -9.1% | +55.0% | -64.1% | -11.5% |
| 1Y | -23.6% | +42.1% | -65.7% | -26.7% |
| All | -23.6% | +39.9% | -63.6% | -26.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling