+62.4%
EWY vs TMUS
-20.4%
+82.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.1% | -5.0% | -0.3% |
| 7D | -8.3% | +7.5% | -15.8% | -4.6% |
| 30D | -20.5% | -3.3% | -17.2% | -20.5% |
| 3M | -11.1% | -9.7% | -1.5% | -13.8% |
| 6M | -7.0% | -17.2% | +10.2% | -11.0% |
| YTD | +56.5% | -20.3% | +76.8% | +46.2% |
| 1Y | +62.4% | -21.2% | +83.6% | +51.7% |
| All | +62.4% | -20.4% | +82.8% | +51.7% |
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