+21.4%
TMUS vs ET
+84.2%
-62.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | +4.9% | +2.5% | +2.4% | +4.5% |
| 30D | +7.7% | -2.5% | +10.2% | +8.0% |
| 3M | -6.8% | -4.9% | -1.9% | -6.0% |
| 6M | -9.7% | -0.1% | -9.6% | -9.9% |
| YTD | -15.0% | +26.2% | -41.2% | -18.2% |
| 1Y | -19.1% | +25.2% | -44.3% | -22.2% |
| 3Y | +21.4% | +84.2% | -62.8% | +17.0% |
| All | +21.4% | +84.2% | -62.8% | +17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling