+253.5%
EWY vs TMUS
+327.5%
-74.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.1% |
| 7D | -10.2% | +9.5% | -19.7% | -12.2% |
| 30D | -21.5% | +13.8% | -35.3% | -24.2% |
| 3M | -14.7% | -4.6% | -10.1% | -14.7% |
| 6M | -26.8% | -11.7% | -15.1% | -26.4% |
| YTD | +43.2% | -15.4% | +58.5% | +44.4% |
| 1Y | +48.7% | -16.1% | +64.9% | +50.3% |
| 3Y | +147.9% | +20.5% | +127.5% | +123.2% |
| 5Y | +98.8% | +48.7% | +50.1% | +66.9% |
| 10Y | +216.5% | +240.8% | -24.3% | +107.7% |
| All | +253.5% | +327.5% | -74.1% | +71.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling