+38.8%
TMUS vs EFA
+68.2%
-29.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | -0.3% | +1.2% | -1.5% | -0.4% |
| 30D | +3.1% | -0.7% | +3.9% | +3.2% |
| 3M | +2.4% | +6.4% | -4.0% | +1.5% |
| 6M | -17.1% | +11.4% | -28.5% | -18.6% |
| YTD | -9.1% | +14.0% | -23.1% | -11.6% |
| 1Y | -23.6% | +20.2% | -43.8% | -27.0% |
| 3Y | +38.8% | +68.2% | -29.4% | +15.8% |
| All | +38.8% | +68.2% | -29.4% | +15.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling