-21.2%
TMUS vs EWT
+54.0%
-75.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.3% | +2.7% |
| 7D | +7.5% | -10.9% | +18.4% | +4.2% |
| 30D | -3.3% | -17.7% | +14.4% | -7.9% |
| 3M | -9.7% | -5.0% | -4.6% | -10.9% |
| 6M | -17.2% | +7.4% | -24.6% | -15.4% |
| YTD | -20.3% | +52.8% | -73.2% | -13.1% |
| 1Y | -21.2% | +55.2% | -76.4% | -14.0% |
| All | -21.2% | +54.0% | -75.2% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 1y: compounded portfolio wealth divided by compounded EWT 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…
1y analysis · Full analysis span regression · 6 months rolling