+36.4%
EEM vs TMUS
-25.3%
+61.7%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | -1.0% |
| 7D | +2.0% | -5.3% | +7.3% | +0.8% |
| 30D | +5.1% | +0.1% | +5.0% | +5.2% |
| 3M | +4.6% | -0.6% | +5.2% | +5.4% |
| 6M | +17.8% | -17.5% | +35.3% | +14.3% |
| YTD | +25.8% | -11.3% | +37.1% | +23.7% |
| 1Y | +36.4% | -25.4% | +61.8% | +28.0% |
| All | +36.4% | -25.3% | +61.7% | +28.0% |
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