+298.8%
TMUS vs EFV
+126.8%
+172.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +8.2% | -1.0% | +9.2% | +8.9% |
| 30D | +13.4% | +3.1% | +10.3% | +10.9% |
| 3M | -3.0% | -1.2% | -1.8% | -2.3% |
| 6M | -8.8% | +5.6% | -14.4% | -12.7% |
| YTD | -13.8% | +15.8% | -29.7% | -23.7% |
| 1Y | -17.1% | +20.0% | -37.1% | -28.5% |
| 3Y | +22.7% | +91.0% | -68.3% | -26.6% |
| 5Y | +52.8% | +93.7% | -40.8% | -10.8% |
| 10Y | +244.6% | +160.9% | +83.7% | +54.9% |
| All | +298.8% | +126.8% | +172.0% | +130.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling