-8.8%
TMUS vs EWT
+3.9%
-12.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.8% | -4.0% | +2.9% |
| 7D | +8.2% | +3.2% | +5.0% | +8.4% |
| 30D | +13.4% | -12.3% | +25.7% | +8.6% |
| 3M | -3.0% | -3.6% | +0.6% | -4.9% |
| 6M | -8.8% | +3.1% | -11.9% | -9.8% |
| All | -8.8% | +3.9% | -12.7% | -9.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling