+41.0%
TMUS vs EAT
+361.6%
-320.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.9% | +3.7% | +1.1% |
| 7D | +3.6% | -2.6% | +6.2% | +3.8% |
| 30D | -3.4% | +11.5% | -14.8% | -4.4% |
| 3M | -9.5% | -9.1% | -0.4% | -9.0% |
| 6M | -15.2% | +40.4% | -55.6% | -18.0% |
| YTD | -18.9% | +43.9% | -62.9% | -22.2% |
| 1Y | -17.7% | +101.9% | -119.6% | -23.7% |
| 3Y | +15.6% | +489.9% | -474.2% | -7.7% |
| All | +41.0% | +361.6% | -320.6% | +14.0% |
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