-21.2%
TMUS vs ETR
+18.4%
-39.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.7% | +0.3% | +2.6% |
| 7D | +7.5% | +3.7% | +3.8% | +6.8% |
| 30D | -3.3% | +11.0% | -14.3% | -4.7% |
| 3M | -9.7% | +3.4% | -13.1% | -10.0% |
| 6M | -17.2% | -3.3% | -13.9% | -16.5% |
| YTD | -20.3% | +23.3% | -43.6% | -22.6% |
| 1Y | -21.2% | +19.2% | -40.4% | -22.9% |
| All | -21.2% | +18.4% | -39.6% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 1y: compounded portfolio wealth divided by compounded ETR 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…
1y analysis · Full analysis span regression · 6 months rolling