+20.8%
TMUS vs EFV
+91.1%
-70.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.7% | +1.4% | +3.6% |
| 7D | +5.3% | +1.7% | +3.6% | +5.0% |
| 30D | +13.5% | +3.4% | +10.1% | +12.9% |
| 3M | -4.2% | -1.7% | -2.6% | -4.0% |
| 6M | -11.9% | +6.4% | -18.3% | -12.8% |
| YTD | -15.6% | +16.3% | -31.8% | -18.5% |
| 1Y | -16.8% | +22.9% | -39.7% | -21.0% |
| 3Y | +20.8% | +92.8% | -72.0% | +6.8% |
| All | +20.8% | +91.1% | -70.3% | +6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling