+124.7%
EEM vs TMUS
+326.6%
-201.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.1% | -1.3% | +1.8% |
| 7D | -0.1% | +5.3% | -5.5% | -1.5% |
| 30D | -8.6% | +13.5% | -22.2% | -11.9% |
| 3M | -7.0% | -4.2% | -2.8% | -6.9% |
| 6M | -9.7% | -11.9% | +2.2% | -8.4% |
| YTD | +12.1% | -15.6% | +27.7% | +14.3% |
| 1Y | +14.1% | -16.8% | +30.8% | +16.7% |
| 3Y | +72.1% | +20.8% | +51.3% | +55.5% |
| 5Y | +34.1% | +48.0% | -13.9% | +12.6% |
| 10Y | +109.6% | +234.7% | -125.1% | +35.8% |
| All | +124.7% | +326.6% | -201.9% | +5.6% |
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