+42.0%
TMUS vs EAT
+350.4%
-308.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.6% | -4.0% | -3.5% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | +5.3% | +1.9% | +3.4% | +5.0% |
| 3M | +3.1% | +68.7% | -65.5% | -1.4% |
| 6M | -16.5% | +66.9% | -83.4% | -20.4% |
| YTD | -9.2% | +60.4% | -69.6% | -13.4% |
| 1Y | -26.5% | +44.0% | -70.5% | -29.4% |
| 3Y | +39.0% | +604.7% | -565.7% | +9.9% |
| All | +42.0% | +350.4% | -308.5% | +10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling