+41.0%
TMUS vs EW
-14.5%
+55.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.8% |
| 7D | +3.6% | +11.0% | -7.4% | +2.6% |
| 30D | -3.4% | +19.1% | -22.4% | -4.8% |
| 3M | -9.5% | +14.4% | -23.8% | -10.6% |
| 6M | -15.2% | +22.8% | -37.9% | -16.8% |
| YTD | -18.9% | +19.8% | -38.7% | -20.4% |
| 1Y | -17.7% | +23.9% | -41.6% | -19.5% |
| 3Y | +15.6% | +52.2% | -36.6% | +7.7% |
| All | +41.0% | -14.5% | +55.4% | +46.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling