+43.0%
TMUS vs EWT
+154.5%
-111.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.1% |
| 7D | -0.3% | +1.6% | -1.9% | -0.3% |
| 30D | +3.1% | +8.2% | -5.1% | +2.7% |
| 3M | +2.4% | +11.1% | -8.6% | +1.6% |
| 6M | -17.1% | +60.4% | -77.5% | -21.5% |
| YTD | -9.1% | +75.6% | -84.6% | -15.3% |
| 1Y | -23.6% | +91.3% | -114.9% | -30.1% |
| 3Y | +38.8% | +200.3% | -161.4% | +9.2% |
| 5Y | +43.0% | +156.4% | -113.4% | +20.8% |
| All | +43.0% | +154.5% | -111.5% | +20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling