+306.1%
TMUS vs EFA
+146.3%
+159.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.3% | -1.7% |
| 7D | -5.3% | -0.5% | -4.9% | -5.1% |
| 30D | +0.1% | -1.3% | +1.4% | +0.9% |
| 3M | -0.6% | +5.2% | -5.8% | -3.8% |
| 6M | -17.5% | +9.4% | -26.9% | -22.6% |
| YTD | -11.3% | +12.7% | -24.0% | -18.7% |
| 1Y | -25.4% | +19.3% | -44.7% | -34.3% |
| 3Y | +35.5% | +66.3% | -30.8% | -6.8% |
| 5Y | +41.9% | +53.4% | -11.4% | +3.0% |
| All | +306.1% | +146.3% | +159.8% | +100.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling