+234.7%
TMUS vs EMB
+30.9%
+203.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.6% | +3.5% | +3.6% |
| 7D | +5.3% | +0.8% | +4.5% | +4.7% |
| 30D | +13.5% | +1.5% | +12.0% | +12.3% |
| 3M | -4.2% | -1.9% | -2.3% | -2.9% |
| 6M | -11.9% | -1.6% | -10.3% | -10.8% |
| YTD | -15.6% | 0.0% | -15.6% | -15.8% |
| 1Y | -16.8% | +1.1% | -17.8% | -17.7% |
| 3Y | +20.8% | +30.9% | -10.1% | -3.9% |
| 5Y | +48.0% | +7.1% | +41.0% | +42.0% |
| 10Y | +234.7% | +31.1% | +203.6% | +178.6% |
| All | +234.7% | +30.9% | +203.8% | +178.6% |
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 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