+304.4%
TMUS vs EW
+133.1%
+171.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.1% | -3.6% | -3.5% |
| 7D | +0.1% | -0.3% | +0.4% | +0.1% |
| 30D | +5.3% | +1.0% | +4.2% | +5.0% |
| 3M | +3.1% | +2.8% | +0.3% | +2.4% |
| 6M | -16.5% | +5.5% | -21.9% | -17.7% |
| YTD | -9.2% | +5.5% | -14.6% | -10.6% |
| 1Y | -26.5% | +11.0% | -37.5% | -28.5% |
| 3Y | +39.0% | +17.7% | +21.3% | +28.6% |
| 5Y | +40.4% | -25.7% | +66.1% | +44.1% |
| All | +304.4% | +133.1% | +171.3% | +207.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 10y: compounded portfolio wealth divided by compounded EW 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…
10y analysis · Full analysis span regression · 6 months rolling