+320.5%
TMUS vs EWT
+783.5%
-463.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.9% | -5.3% | -4.3% |
| 7D | +0.1% | +4.0% | -3.9% | -1.8% |
| 30D | +5.3% | +10.3% | -5.1% | +0.3% |
| 3M | +3.1% | +6.1% | -2.9% | -1.6% |
| 6M | -16.5% | +56.6% | -73.1% | -35.3% |
| YTD | -9.2% | +76.6% | -85.7% | -34.2% |
| 1Y | -26.5% | +97.9% | -124.3% | -50.2% |
| 3Y | +39.0% | +198.0% | -159.0% | -27.9% |
| 5Y | +40.4% | +151.8% | -111.4% | -21.2% |
| 10Y | +303.7% | +514.1% | -210.4% | +28.6% |
| All | +320.5% | +783.5% | -463.0% | +2.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling