+15.6%
TMUS vs EAT
+486.0%
-470.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.9% | +3.7% | +1.0% |
| 7D | +3.6% | -2.6% | +6.2% | +3.7% |
| 30D | -3.4% | +11.5% | -14.8% | -4.0% |
| 3M | -9.5% | -9.1% | -0.4% | -9.2% |
| 6M | -15.2% | +40.4% | -55.6% | -16.8% |
| YTD | -18.9% | +43.9% | -62.9% | -20.9% |
| 1Y | -17.7% | +101.9% | -119.6% | -21.4% |
| 3Y | +15.6% | +489.9% | -474.2% | +4.9% |
| All | +15.6% | +486.0% | -470.4% | +4.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling