+244.6%
TMUS vs EMB
+36.3%
+208.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.7% |
| 7D | +8.2% | -0.4% | +8.6% | +8.5% |
| 30D | +13.4% | +1.5% | +11.8% | +12.1% |
| 3M | -3.0% | -1.6% | -1.5% | -1.9% |
| 6M | -8.8% | -1.5% | -7.3% | -7.8% |
| YTD | -13.8% | -0.1% | -13.8% | -14.0% |
| 1Y | -17.1% | +0.5% | -17.6% | -17.7% |
| 3Y | +22.7% | +30.2% | -7.6% | -2.2% |
| 5Y | +52.8% | +8.6% | +44.3% | +44.7% |
| 10Y | +244.6% | +36.9% | +207.8% | +173.8% |
| All | +244.6% | +36.3% | +208.3% | +173.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling