-21.2%
TMUS vs EMB
+0.7%
-21.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.0% | +2.1% | +3.2% |
| 7D | +7.5% | +0.7% | +6.8% | +7.6% |
| 30D | -3.3% | +2.3% | -5.6% | -2.8% |
| 3M | -9.7% | -2.5% | -7.2% | -10.0% |
| 6M | -17.2% | -1.1% | -16.1% | -17.1% |
| YTD | -20.3% | -0.6% | -19.7% | -19.6% |
| 1Y | -21.2% | +0.6% | -21.8% | -20.6% |
| All | -21.2% | +0.7% | -21.9% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 1y: compounded portfolio wealth divided by compounded EMB 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…
1y analysis · Full analysis span regression · 6 months rolling