+293.7%
TMUS vs EFA
+136.9%
+156.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | +4.9% | +2.2% | +2.7% | +3.2% |
| 30D | +7.7% | +1.4% | +6.3% | +6.5% |
| 3M | -6.8% | -4.2% | -2.6% | -4.1% |
| 6M | -9.7% | +1.9% | -11.6% | -11.7% |
| YTD | -15.0% | +10.2% | -25.1% | -22.7% |
| 1Y | -19.1% | +12.8% | -31.9% | -27.9% |
| 3Y | +21.4% | +65.2% | -43.8% | -21.8% |
| 5Y | +51.2% | +49.8% | +1.3% | +3.6% |
| 10Y | +240.2% | +145.2% | +95.0% | +52.5% |
| All | +293.7% | +136.9% | +156.7% | +104.4% |
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 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