+308.5%
TMUS vs ECL
+150.0%
+158.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.1% | -3.6% | -3.5% |
| 7D | +0.1% | -2.6% | +2.7% | +1.1% |
| 30D | +5.3% | -2.2% | +7.4% | +6.1% |
| 3M | +3.1% | +10.1% | -7.0% | -0.7% |
| 6M | -16.5% | -5.7% | -10.7% | -14.9% |
| YTD | -9.2% | +7.0% | -16.1% | -12.1% |
| 1Y | -26.5% | +2.7% | -29.1% | -27.9% |
| 3Y | +39.0% | +57.7% | -18.7% | +13.8% |
| 5Y | +40.4% | +31.1% | +9.2% | +21.9% |
| All | +308.5% | +150.0% | +158.5% | +149.2% |
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