+290.8%
TMUS vs ETR
+333.5%
-42.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.1% | +3.0% | +3.7% |
| 7D | +5.3% | +1.7% | +3.6% | +4.6% |
| 30D | +13.5% | +8.7% | +4.8% | +9.6% |
| 3M | -4.2% | +4.9% | -9.2% | -6.4% |
| 6M | -11.9% | +0.8% | -12.7% | -12.6% |
| YTD | -15.6% | +23.1% | -38.7% | -23.6% |
| 1Y | -16.8% | +17.9% | -34.7% | -23.3% |
| 3Y | +20.8% | +154.5% | -133.7% | -23.4% |
| 5Y | +48.0% | +160.3% | -112.2% | -9.1% |
| 10Y | +234.7% | +366.9% | -132.2% | +41.5% |
| All | +290.8% | +333.5% | -42.7% | +64.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling