-18.6%
TMUS vs EFX
-8.3%
-10.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.5% |
| 7D | +6.5% | -3.6% | +10.1% | +7.3% |
| 30D | +11.3% | +25.3% | -14.0% | +6.8% |
| 3M | -2.9% | +3.8% | -6.7% | -3.6% |
| 6M | -10.5% | +12.7% | -23.2% | -11.9% |
| YTD | -14.4% | -13.1% | -1.3% | -14.2% |
| All | -18.6% | -8.3% | -10.3% | -18.0% |
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