-17.9%
TMUS vs ETR
+18.4%
-36.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.7% |
| 7D | +6.5% | +1.5% | +5.0% | +6.2% |
| 30D | +11.3% | +6.6% | +4.6% | +10.2% |
| 3M | -2.9% | +4.4% | -7.3% | -3.4% |
| 6M | -10.5% | -0.3% | -10.3% | -10.4% |
| YTD | -14.4% | +23.3% | -37.7% | -16.0% |
| 1Y | -17.9% | +18.9% | -36.7% | -19.3% |
| All | -17.9% | +18.4% | -36.3% | -19.3% |
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