+229.5%
EWY vs TMUS
+244.6%
-15.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.7% |
| 7D | +4.2% | +4.9% | -0.7% | +3.5% |
| 30D | -10.7% | +7.7% | -18.4% | -11.9% |
| 3M | -20.1% | -6.8% | -13.3% | -19.5% |
| 6M | -24.3% | -9.7% | -14.6% | -24.0% |
| YTD | +46.9% | -15.0% | +61.8% | +48.3% |
| 1Y | +55.2% | -19.1% | +74.3% | +58.9% |
| 3Y | +157.0% | +21.4% | +135.5% | +125.3% |
| 5Y | +98.9% | +51.2% | +47.7% | +59.6% |
| All | +229.5% | +244.6% | -15.1% | +101.4% |
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 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