+239.9%
TMUS vs ECL
+192.9%
+47.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.5% | -0.2% |
| 7D | +6.5% | -0.5% | +7.0% | +6.7% |
| 30D | +11.3% | +6.6% | +4.7% | +8.7% |
| 3M | -2.9% | +9.6% | -12.5% | -6.2% |
| 6M | -10.5% | +21.6% | -32.1% | -17.0% |
| YTD | -14.4% | +16.9% | -31.3% | -19.8% |
| 1Y | -17.9% | +17.9% | -35.8% | -23.4% |
| 3Y | +21.9% | +76.5% | -54.6% | -4.0% |
| 5Y | +52.1% | +36.6% | +15.5% | +30.9% |
| All | +239.9% | +192.9% | +47.0% | +108.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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