+320.5%
TMUS vs EFA
+146.4%
+174.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.1% | -3.6% | -3.6% |
| 7D | +0.1% | +0.6% | -0.5% | -0.4% |
| 30D | +5.3% | +0.9% | +4.4% | +4.5% |
| 3M | +3.1% | +4.9% | -1.7% | -1.0% |
| 6M | -16.5% | +8.6% | -25.0% | -22.6% |
| YTD | -9.2% | +14.6% | -23.8% | -19.7% |
| 1Y | -26.5% | +22.6% | -49.1% | -38.5% |
| 3Y | +39.0% | +66.5% | -27.5% | -10.6% |
| 5Y | +40.4% | +54.5% | -14.2% | -5.6% |
| 10Y | +303.7% | +144.8% | +158.9% | +82.5% |
| All | +320.5% | +146.4% | +174.0% | +112.6% |
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