-16.1%
TMUS vs ECL
+20.7%
-36.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.5% | +0.3% |
| 7D | +9.5% | +0.4% | +9.1% | +9.3% |
| 30D | +13.8% | +8.6% | +5.2% | +11.8% |
| 3M | -4.6% | +7.9% | -12.5% | -6.2% |
| 6M | -11.7% | +21.0% | -32.7% | -13.7% |
| YTD | -15.4% | +17.5% | -32.9% | -16.1% |
| 1Y | -16.1% | +19.7% | -35.8% | -16.7% |
| All | -16.1% | +20.7% | -36.8% | -16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling