+143.8%
EWY vs TMUS
-25.2%
+169.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.1% | -4.1% | -4.3% |
| 7D | +1.2% | -5.8% | +7.0% | -2.1% |
| 30D | +9.3% | -0.2% | +9.5% | +9.4% |
| 3M | +2.4% | -4.0% | +6.4% | +3.0% |
| 6M | +40.3% | -18.1% | +58.4% | +33.6% |
| YTD | +88.0% | -11.3% | +99.3% | +81.5% |
| 1Y | +143.8% | -24.7% | +168.6% | +113.8% |
| All | +143.8% | -25.2% | +169.0% | +113.8% |
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