+46.8%
EEM vs TMUS
+41.8%
+5.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.5% | +5.3% | +2.0% |
| 7D | +2.3% | +0.1% | +2.2% | +2.3% |
| 30D | +4.5% | +5.3% | -0.7% | +4.2% |
| 3M | -0.1% | +3.1% | -3.2% | -0.5% |
| 6M | +16.9% | -16.5% | +33.4% | +18.9% |
| YTD | +26.2% | -9.2% | +35.4% | +26.9% |
| 1Y | +40.5% | -26.5% | +67.0% | +45.5% |
| 3Y | +86.2% | +39.0% | +47.2% | +68.3% |
| All | +46.8% | +41.8% | +5.0% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling