+317.8%
TMUS vs EWT
+510.6%
-192.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.4% |
| 7D | -5.3% | +2.1% | -7.4% | -5.8% |
| 30D | +0.1% | +9.4% | -9.3% | -2.2% |
| 3M | -0.6% | +10.9% | -11.5% | -4.0% |
| 6M | -17.5% | +57.9% | -75.5% | -29.4% |
| YTD | -11.3% | +75.9% | -87.2% | -27.0% |
| 1Y | -25.4% | +89.7% | -115.1% | -40.6% |
| 3Y | +35.5% | +200.9% | -165.4% | -14.1% |
| 5Y | +41.9% | +154.5% | -112.6% | -3.2% |
| 10Y | +317.8% | +520.8% | -203.0% | +77.9% |
| All | +317.8% | +510.6% | -192.8% | +77.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling