+237.8%
TMUS vs ET
+160.8%
+76.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | +4.9% | +2.5% | +2.4% | +4.3% |
| 30D | +7.7% | -2.5% | +10.2% | +8.1% |
| 3M | -6.8% | -4.9% | -1.9% | -5.9% |
| 6M | -9.7% | -0.1% | -9.6% | -9.8% |
| YTD | -15.0% | +26.2% | -41.2% | -19.3% |
| 1Y | -19.1% | +25.2% | -44.3% | -23.1% |
| 3Y | +21.4% | +84.2% | -62.8% | +5.1% |
| 5Y | +51.2% | +216.1% | -164.9% | +15.5% |
| All | +237.8% | +160.8% | +76.9% | +151.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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