+298.8%
TMUS vs EFA
+138.0%
+160.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.6% |
| 7D | +8.2% | -1.0% | +9.2% | +8.9% |
| 30D | +13.4% | +1.6% | +11.8% | +11.9% |
| 3M | -3.0% | -3.2% | +0.1% | -1.0% |
| 6M | -8.8% | +2.5% | -11.3% | -11.2% |
| YTD | -13.8% | +10.7% | -24.6% | -22.0% |
| 1Y | -17.1% | +12.8% | -29.8% | -26.1% |
| 3Y | +22.7% | +66.4% | -43.7% | -21.4% |
| 5Y | +52.8% | +51.4% | +1.5% | +4.0% |
| 10Y | +244.6% | +146.3% | +98.3% | +54.0% |
| All | +298.8% | +138.0% | +160.7% | +106.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling