+23.0%
TMUS vs EFA
+67.1%
-44.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.8% |
| 7D | +8.2% | -1.0% | +9.2% | +8.2% |
| 30D | +13.4% | +1.6% | +11.8% | +13.2% |
| 3M | -3.0% | -3.2% | +0.1% | -2.8% |
| 6M | -8.8% | +2.5% | -11.3% | -9.1% |
| YTD | -13.8% | +10.7% | -24.6% | -15.6% |
| 1Y | -17.1% | +12.8% | -29.8% | -19.2% |
| All | +23.0% | +67.1% | -44.1% | +13.0% |
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