+22.2%
TMUS vs ECL
+77.0%
-54.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.5% | -0.3% |
| 7D | +6.5% | -0.5% | +7.0% | +6.7% |
| 30D | +11.3% | +6.6% | +4.7% | +9.2% |
| 3M | -2.9% | +9.6% | -12.5% | -5.4% |
| 6M | -10.5% | +21.6% | -32.1% | -15.1% |
| YTD | -14.4% | +16.9% | -31.3% | -18.4% |
| 1Y | -17.9% | +17.9% | -35.8% | -22.0% |
| All | +22.2% | +77.0% | -54.8% | +12.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling