+40.5%
EEM vs TMUS
-27.1%
+67.6%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.5% | +5.3% | +1.0% |
| 7D | +2.3% | +0.1% | +2.2% | +2.4% |
| 30D | +4.5% | +5.3% | -0.7% | +5.8% |
| 3M | -0.1% | +3.1% | -3.2% | +1.6% |
| 6M | +16.9% | -16.5% | +33.4% | +13.9% |
| YTD | +26.2% | -9.2% | +35.4% | +24.8% |
| 1Y | +40.5% | -26.5% | +67.0% | +33.5% |
| All | +40.5% | -27.1% | +67.6% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TMUS.
Daily Out/Under-Performance
Portfolio return minus TMUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMUS 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 TMUS 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