+275.3%
TMUS vs EW
+2,248.9%
-1,973.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.6% |
| 7D | +3.6% | +11.0% | -7.4% | +1.0% |
| 30D | -3.4% | +19.1% | -22.4% | -7.4% |
| 3M | -9.5% | +14.4% | -23.8% | -12.6% |
| 6M | -15.2% | +22.8% | -37.9% | -19.7% |
| YTD | -18.9% | +19.8% | -38.7% | -23.1% |
| 1Y | -17.7% | +23.9% | -41.6% | -22.7% |
| 3Y | +15.6% | +52.2% | -36.6% | -1.2% |
| 5Y | +38.9% | -13.9% | +52.8% | +35.4% |
| 10Y | +245.3% | +241.9% | +3.4% | +117.6% |
| All | +275.3% | +2,248.9% | -1,973.7% | -18.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling