+307.9%
EWY vs TMUS
+319.1%
-11.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +0.9% |
| 7D | +6.7% | -5.3% | +12.0% | +7.7% |
| 30D | +17.0% | +0.1% | +16.9% | +16.8% |
| 3M | +3.7% | -0.6% | +4.3% | +2.6% |
| 6M | +42.5% | -17.5% | +60.0% | +46.8% |
| YTD | +96.2% | -11.3% | +107.5% | +97.6% |
| 1Y | +160.4% | -25.4% | +185.8% | +174.3% |
| 3Y | +231.7% | +35.5% | +196.2% | +184.9% |
| 5Y | +153.3% | +41.9% | +111.4% | +111.3% |
| All | +307.9% | +319.1% | -11.2% | +153.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling