+11.3%
EEM vs TMUS
-16.3%
+27.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.7% |
| 7D | -0.9% | +9.5% | -10.4% | +1.0% |
| 30D | -9.3% | +13.8% | -23.1% | -6.7% |
| 3M | -7.1% | -4.6% | -2.5% | -7.3% |
| 6M | -10.4% | -11.7% | +1.3% | -11.3% |
| YTD | +11.3% | -15.4% | +26.7% | +9.2% |
| 1Y | +11.3% | -16.1% | +27.4% | +9.3% |
| All | +11.3% | -16.3% | +27.5% | +9.3% |
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