-24.7%
TMUS vs EFA
+19.0%
-43.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.3% | -2.7% |
| 7D | -5.3% | -0.5% | -4.9% | -5.4% |
| 30D | +0.1% | -1.3% | +1.4% | -0.2% |
| 3M | -0.6% | +5.2% | -5.8% | +0.7% |
| 6M | -17.5% | +9.4% | -26.9% | -15.3% |
| YTD | -11.3% | +12.7% | -24.0% | -8.9% |
| All | -24.7% | +19.0% | -43.6% | -21.4% |
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 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