+41.9%
TMUS vs EFV
+95.4%
-53.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -2.1% |
| 7D | -5.3% | -0.5% | -4.8% | -5.1% |
| 30D | +0.1% | 0.0% | +0.1% | +0.1% |
| 3M | -0.6% | +8.4% | -9.0% | -3.7% |
| 6M | -17.5% | +12.3% | -29.9% | -21.5% |
| YTD | -11.3% | +17.4% | -28.6% | -17.4% |
| 1Y | -25.4% | +27.1% | -52.5% | -33.1% |
| 3Y | +35.5% | +90.7% | -55.2% | -1.7% |
| 5Y | +41.9% | +95.6% | -53.7% | +0.3% |
| All | +41.9% | +95.4% | -53.5% | +0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling