+132.3%
EEM vs TMUS
+304.7%
-172.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | 0.0% |
| 7D | +2.0% | -5.3% | +7.3% | +3.2% |
| 30D | +5.1% | +0.1% | +5.0% | +4.9% |
| 3M | +4.6% | -0.6% | +5.2% | +3.9% |
| 6M | +17.8% | -17.5% | +35.3% | +22.1% |
| YTD | +25.8% | -11.3% | +37.1% | +27.6% |
| 1Y | +36.4% | -25.4% | +61.8% | +44.7% |
| 3Y | +90.0% | +35.5% | +54.5% | +64.6% |
| 5Y | +46.6% | +41.9% | +4.7% | +23.1% |
| 10Y | +132.3% | +317.8% | -185.6% | +40.8% |
| All | +132.3% | +304.7% | -172.4% | +40.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling