+317.8%
TMUS vs EFV
+162.1%
+155.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -1.9% |
| 7D | -5.3% | -0.5% | -4.8% | -5.0% |
| 30D | +0.1% | 0.0% | +0.1% | +0.1% |
| 3M | -0.6% | +8.4% | -9.0% | -5.1% |
| 6M | -17.5% | +12.3% | -29.9% | -23.3% |
| YTD | -11.3% | +17.4% | -28.6% | -19.9% |
| 1Y | -25.4% | +27.1% | -52.5% | -35.9% |
| 3Y | +35.5% | +90.7% | -55.2% | -11.0% |
| 5Y | +41.9% | +95.6% | -53.7% | -9.2% |
| 10Y | +317.8% | +165.3% | +152.5% | +109.2% |
| All | +317.8% | +162.1% | +155.7% | +109.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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