+528.9%
TMUS vs EMB
+132.1%
+396.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.5% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | +5.3% | -0.3% | +5.6% | +5.4% |
| 3M | +3.1% | -0.4% | +3.6% | +3.4% |
| 6M | -16.5% | +0.1% | -16.6% | -16.6% |
| YTD | -9.2% | +1.6% | -10.7% | -10.2% |
| 1Y | -26.5% | +5.6% | -32.1% | -29.0% |
| 3Y | +39.0% | +29.8% | +9.2% | +17.6% |
| 5Y | +40.4% | +7.3% | +33.1% | +33.4% |
| 10Y | +303.7% | +30.4% | +273.3% | +245.4% |
| All | +528.9% | +132.1% | +396.7% | +396.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling