+125.1%
EEM vs TMUS
+332.5%
-207.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.3% |
| 7D | +5.3% | +6.5% | -1.2% | +3.6% |
| 30D | -7.0% | +11.3% | -18.3% | -9.8% |
| 3M | -8.0% | -2.9% | -5.1% | -8.2% |
| 6M | -6.6% | -10.5% | +3.9% | -5.6% |
| YTD | +12.3% | -14.4% | +26.7% | +14.1% |
| 1Y | +12.2% | -17.9% | +30.0% | +15.2% |
| 3Y | +71.2% | +21.9% | +49.4% | +54.3% |
| 5Y | +32.2% | +52.1% | -19.9% | +10.2% |
| 10Y | +120.3% | +242.4% | -122.0% | +41.9% |
| All | +125.1% | +332.5% | -207.4% | +5.4% |
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