-26.5%
TMUS vs EFX
-25.2%
-1.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -6.4% | +2.9% | -2.3% |
| 7D | +0.1% | -8.6% | +8.7% | +1.6% |
| 30D | +5.3% | +0.1% | +5.1% | +5.2% |
| 3M | +3.1% | +3.8% | -0.7% | +2.6% |
| 6M | -16.5% | -13.5% | -2.9% | -16.2% |
| YTD | -9.2% | -17.7% | +8.5% | -7.8% |
| 1Y | -26.5% | -25.6% | -0.9% | -24.9% |
| All | -26.5% | -25.2% | -1.2% | -24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 1y: compounded portfolio wealth divided by compounded EFX 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…
1y analysis · Full analysis span regression · 6 months rolling