+221.4%
TMUS vs EMB
+30.1%
+191.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +3.6% | -0.1% | +3.7% | +3.6% |
| 30D | -3.4% | +1.3% | -4.7% | -4.3% |
| 3M | -9.5% | -2.2% | -7.2% | -7.9% |
| 6M | -15.2% | -2.3% | -12.8% | -13.7% |
| YTD | -18.9% | -0.6% | -18.3% | -18.8% |
| 1Y | -17.7% | +0.5% | -18.2% | -18.3% |
| 3Y | +15.6% | +29.4% | -13.8% | -7.2% |
| 5Y | +38.9% | +6.5% | +32.4% | +33.7% |
| All | +221.4% | +30.1% | +191.4% | +168.8% |
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