+275.3%
TMUS vs ECL
+741.3%
-466.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.7% |
| 7D | +3.6% | -0.8% | +4.3% | +3.9% |
| 30D | -3.4% | +8.1% | -11.5% | -7.1% |
| 3M | -9.5% | +6.4% | -15.8% | -12.3% |
| 6M | -15.2% | +14.8% | -29.9% | -21.2% |
| YTD | -18.9% | +15.5% | -34.4% | -25.4% |
| 1Y | -17.7% | +20.1% | -37.8% | -26.0% |
| 3Y | +15.6% | +77.8% | -62.1% | -17.0% |
| 5Y | +38.9% | +37.9% | +1.0% | +11.0% |
| 10Y | +245.3% | +202.7% | +42.6% | +57.1% |
| All | +275.3% | +741.3% | -466.0% | -23.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling