+147.9%
EWY vs TMUS
+20.7%
+127.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.0% |
| 7D | -10.2% | +9.5% | -19.7% | -8.1% |
| 30D | -21.5% | +13.8% | -35.3% | -18.5% |
| 3M | -14.7% | -4.6% | -10.1% | -14.5% |
| 6M | -26.8% | -11.7% | -15.1% | -26.7% |
| YTD | +43.2% | -15.4% | +58.5% | +42.8% |
| 1Y | +48.7% | -16.1% | +64.9% | +48.4% |
| 3Y | +147.9% | +20.5% | +127.5% | +154.8% |
| All | +147.9% | +20.7% | +127.3% | +154.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling