+234.7%
TMUS vs EW
+236.4%
-1.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.5% | +1.6% | +3.6% |
| 7D | +5.3% | +12.3% | -6.9% | +2.9% |
| 30D | +13.5% | +22.9% | -9.3% | +8.9% |
| 3M | -4.2% | +16.7% | -20.9% | -7.3% |
| 6M | -11.9% | +31.0% | -42.8% | -16.8% |
| YTD | -15.6% | +22.8% | -38.4% | -19.6% |
| 1Y | -16.8% | +25.6% | -42.3% | -21.1% |
| 3Y | +20.8% | +62.0% | -41.2% | +3.5% |
| 5Y | +48.0% | -12.8% | +60.8% | +47.2% |
| 10Y | +234.7% | +239.8% | -5.1% | +135.1% |
| All | +234.7% | +236.4% | -1.6% | +135.1% |
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