+52.1%
TMUS vs EW
-7.9%
+60.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.7% |
| 7D | +6.5% | +4.9% | +1.6% | +6.1% |
| 30D | +11.3% | +24.1% | -12.8% | +9.2% |
| 3M | -2.9% | +13.7% | -16.6% | -4.0% |
| 6M | -10.5% | +32.7% | -43.2% | -12.8% |
| YTD | -14.4% | +24.1% | -38.5% | -16.2% |
| 1Y | -17.9% | +23.6% | -41.5% | -19.6% |
| 3Y | +21.9% | +64.8% | -42.9% | +12.3% |
| 5Y | +52.1% | -8.8% | +60.9% | +55.5% |
| All | +52.1% | -7.9% | +60.0% | +55.5% |
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