-21.2%
TMUS vs EFA
+16.9%
-38.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.6% | +0.5% | +3.7% |
| 7D | +7.5% | +2.0% | +5.5% | +8.0% |
| 30D | -3.3% | +1.6% | -4.9% | -2.9% |
| 3M | -9.7% | -1.5% | -8.2% | -9.9% |
| 6M | -17.2% | +6.6% | -23.9% | -15.7% |
| YTD | -20.3% | +11.8% | -32.2% | -19.0% |
| 1Y | -21.2% | +16.9% | -38.1% | -20.6% |
| All | -21.2% | +16.9% | -38.1% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 EFA 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