+317.8%
TMUS vs EFX
+38.5%
+279.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.1% | -0.3% | -1.9% |
| 7D | -5.3% | -9.4% | +4.1% | -3.1% |
| 30D | +0.1% | -6.9% | +7.0% | +1.7% |
| 3M | -0.6% | +0.1% | -0.7% | -0.9% |
| 6M | -17.5% | -17.3% | -0.2% | -14.3% |
| YTD | -11.3% | -21.8% | +10.6% | -7.1% |
| 1Y | -25.4% | -32.5% | +7.1% | -19.3% |
| 3Y | +35.5% | -12.3% | +47.9% | +32.3% |
| 5Y | +41.9% | -36.6% | +78.5% | +48.7% |
| 10Y | +317.8% | +41.0% | +276.8% | +236.8% |
| All | +317.8% | +38.5% | +279.3% | +236.8% |
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