+148.1%
EWY vs TMUS
+41.9%
+106.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +8.0% | -0.3% | +8.3% | +8.0% |
| 30D | +14.3% | +3.1% | +11.2% | +14.4% |
| 3M | +2.3% | +2.4% | -0.1% | +2.1% |
| 6M | +49.9% | -17.1% | +66.9% | +52.6% |
| YTD | +95.3% | -9.1% | +104.4% | +96.1% |
| 1Y | +161.7% | -23.6% | +185.3% | +170.3% |
| 3Y | +230.2% | +38.8% | +191.3% | +193.2% |
| 5Y | +148.1% | +43.0% | +105.2% | +125.0% |
| All | +148.1% | +41.9% | +106.2% | +125.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling