+240.8%
TMUS vs EFX
+69.3%
+171.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +9.5% | +0.3% | +9.2% | +9.4% |
| 30D | +13.8% | +29.1% | -15.3% | +7.0% |
| 3M | -4.6% | +4.3% | -8.8% | -5.8% |
| 6M | -11.7% | +7.7% | -19.4% | -13.7% |
| YTD | -15.4% | -12.5% | -2.9% | -13.9% |
| 1Y | -16.1% | -8.8% | -7.3% | -15.6% |
| 3Y | +20.5% | +4.3% | +16.1% | +12.6% |
| 5Y | +48.7% | -29.4% | +78.1% | +52.0% |
| 10Y | +240.8% | +78.1% | +162.7% | +153.3% |
| All | +240.8% | +69.3% | +171.4% | +153.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling