+290.8%
TMUS vs EFV
+127.7%
+163.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.7% | +1.4% | +2.2% |
| 7D | +5.3% | +1.7% | +3.6% | +4.0% |
| 30D | +13.5% | +3.4% | +10.1% | +10.8% |
| 3M | -4.2% | -1.7% | -2.6% | -3.2% |
| 6M | -11.9% | +6.4% | -18.3% | -16.1% |
| YTD | -15.6% | +16.3% | -31.8% | -25.4% |
| 1Y | -16.8% | +22.9% | -39.7% | -29.5% |
| 3Y | +20.8% | +92.8% | -72.0% | -28.2% |
| 5Y | +48.0% | +93.5% | -45.5% | -13.6% |
| 10Y | +234.7% | +162.1% | +72.6% | +49.9% |
| All | +290.8% | +127.7% | +163.1% | +125.2% |
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 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