+237.8%
TMUS vs EFX
+80.5%
+157.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.8% |
| 7D | +4.9% | -0.8% | +5.7% | +5.1% |
| 30D | +7.7% | +25.1% | -17.4% | +2.0% |
| 3M | -6.8% | +1.7% | -8.5% | -7.4% |
| 6M | -9.7% | +18.4% | -28.0% | -13.6% |
| YTD | -15.0% | -12.5% | -2.4% | -13.5% |
| 1Y | -19.1% | -8.1% | -11.0% | -18.8% |
| 3Y | +21.4% | +4.8% | +16.6% | +13.3% |
| 5Y | +51.2% | -30.1% | +81.3% | +55.0% |
| All | +237.8% | +80.5% | +157.3% | +149.1% |
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