+153.0%
EEM vs TMUS
+359.0%
-206.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.5% | +5.3% | +2.7% |
| 7D | +2.3% | +0.1% | +2.2% | +2.3% |
| 30D | +4.5% | +5.3% | -0.7% | +3.0% |
| 3M | -0.1% | +3.1% | -3.2% | -1.8% |
| 6M | +16.9% | -16.5% | +33.4% | +21.1% |
| YTD | +26.2% | -9.2% | +35.4% | +27.4% |
| 1Y | +40.5% | -26.5% | +67.0% | +49.9% |
| 3Y | +86.2% | +39.0% | +47.2% | +63.2% |
| 5Y | +45.5% | +40.4% | +5.1% | +25.1% |
| 10Y | +128.6% | +303.7% | -175.1% | +41.7% |
| All | +153.0% | +359.0% | -206.0% | +17.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling