+305.7%
TMUS vs EFA
+144.2%
+161.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.4% |
| 7D | -5.8% | -2.4% | -3.4% | -4.4% |
| 30D | -0.2% | -2.2% | +2.0% | +1.1% |
| 3M | -4.0% | +5.7% | -9.6% | -7.3% |
| 6M | -18.1% | +8.2% | -26.3% | -22.7% |
| YTD | -11.3% | +11.8% | -23.1% | -18.4% |
| 1Y | -24.7% | +18.3% | -43.0% | -33.4% |
| 3Y | +35.4% | +64.9% | -29.5% | -6.4% |
| 5Y | +42.4% | +52.4% | -10.0% | +3.7% |
| All | +305.7% | +144.2% | +161.5% | +101.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling