+43.0%
TMUS vs EFX
-35.1%
+78.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.1% | +3.2% | +0.6% |
| 7D | -0.3% | -7.8% | +7.6% | +1.1% |
| 30D | +3.1% | -5.7% | +8.9% | +4.1% |
| 3M | +2.4% | +2.5% | -0.1% | +1.9% |
| 6M | -17.1% | -16.7% | -0.4% | -15.0% |
| YTD | -9.1% | -20.2% | +11.1% | -6.4% |
| 1Y | -23.6% | -31.4% | +7.8% | -19.5% |
| 3Y | +38.8% | -10.5% | +49.3% | +35.6% |
| 5Y | +43.0% | -35.2% | +78.2% | +48.7% |
| All | +43.0% | -35.1% | +78.0% | +48.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling