+275.3%
TMUS vs ED
+410.0%
-134.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +2.0% |
| 7D | +3.6% | +1.6% | +1.9% | +2.8% |
| 30D | -3.4% | +13.3% | -16.7% | -8.7% |
| 3M | -9.5% | +9.7% | -19.2% | -13.3% |
| 6M | -15.2% | +12.8% | -28.0% | -19.9% |
| YTD | -18.9% | +22.3% | -41.2% | -26.3% |
| 1Y | -17.7% | +26.3% | -44.0% | -26.3% |
| 3Y | +15.6% | +45.0% | -29.4% | -3.8% |
| 5Y | +38.9% | +80.2% | -41.3% | +3.2% |
| 10Y | +245.3% | +129.9% | +115.4% | +104.7% |
| All | +275.3% | +410.0% | -134.7% | +7.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling