+20.8%
TMUS vs EFX
+4.0%
+16.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.7% | +4.8% | +4.2% |
| 7D | +5.3% | -2.2% | +7.5% | +5.7% |
| 30D | +13.5% | +29.2% | -15.6% | +9.4% |
| 3M | -4.2% | +3.5% | -7.7% | -4.9% |
| 6M | -11.9% | +7.8% | -19.7% | -13.0% |
| YTD | -15.6% | -12.4% | -3.2% | -15.1% |
| 1Y | -16.8% | -8.2% | -8.5% | -16.8% |
| 3Y | +20.8% | +4.7% | +16.1% | +23.7% |
| All | +20.8% | +4.0% | +16.8% | +23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling