+41.9%
TMUS vs ET
+242.4%
-200.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.2% | -2.6% |
| 7D | -5.3% | +0.6% | -6.0% | -5.5% |
| 30D | +0.1% | +5.3% | -5.2% | -1.1% |
| 3M | -0.6% | +15.6% | -16.3% | -4.0% |
| 6M | -17.5% | +20.6% | -38.2% | -21.1% |
| YTD | -11.3% | +38.5% | -49.8% | -17.7% |
| 1Y | -25.4% | +35.7% | -61.1% | -30.6% |
| 3Y | +35.5% | +98.4% | -62.8% | +13.2% |
| 5Y | +41.9% | +245.3% | -203.4% | +5.1% |
| All | +41.9% | +242.4% | -200.4% | +5.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling