+320.5%
TMUS vs ECL
+679.3%
-358.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.1% | -3.6% | -3.5% |
| 7D | +0.1% | -2.6% | +2.7% | +1.4% |
| 30D | +5.3% | -2.2% | +7.4% | +6.3% |
| 3M | +3.1% | +10.1% | -7.0% | -2.0% |
| 6M | -16.5% | -5.7% | -10.7% | -14.5% |
| YTD | -9.2% | +7.0% | -16.1% | -13.1% |
| 1Y | -26.5% | +2.7% | -29.1% | -28.5% |
| 3Y | +39.0% | +57.7% | -18.7% | +6.0% |
| 5Y | +40.4% | +31.1% | +9.2% | +14.7% |
| 10Y | +303.7% | +150.9% | +152.8% | +105.7% |
| All | +320.5% | +679.3% | -358.9% | -10.8% |
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 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