+379.7%
EWY vs TMUS
+359.0%
+20.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -3.5% | +8.1% | +5.4% |
| 7D | +4.8% | +0.1% | +4.7% | +4.7% |
| 30D | +11.7% | +5.3% | +6.4% | +10.0% |
| 3M | -7.4% | +3.1% | -10.5% | -9.3% |
| 6M | +40.6% | -16.5% | +57.0% | +44.3% |
| YTD | +94.3% | -9.2% | +103.4% | +94.6% |
| 1Y | +164.3% | -26.5% | +190.8% | +178.9% |
| 3Y | +221.0% | +39.0% | +182.0% | +181.3% |
| 5Y | +139.1% | +40.4% | +98.7% | +106.2% |
| 10Y | +298.8% | +303.7% | -4.9% | +152.5% |
| All | +379.7% | +359.0% | +20.7% | +131.1% |
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