+244.6%
TMUS vs ED
+141.1%
+103.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | +8.2% | -0.9% | +9.1% | +8.5% |
| 30D | +13.4% | +11.2% | +2.2% | +9.6% |
| 3M | -3.0% | +11.8% | -14.8% | -6.4% |
| 6M | -8.8% | +14.1% | -22.9% | -12.6% |
| YTD | -13.8% | +23.0% | -36.8% | -19.3% |
| 1Y | -17.1% | +23.7% | -40.7% | -22.5% |
| 3Y | +22.7% | +47.7% | -25.1% | +8.4% |
| 5Y | +52.8% | +82.6% | -29.8% | +27.5% |
| 10Y | +244.6% | +141.8% | +102.9% | +171.7% |
| All | +244.6% | +141.1% | +103.6% | +171.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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