+461.3%
TMUS vs EMB
+126.0%
+335.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.1% |
| 3M | -9.5% | -2.7% | -6.7% | -8.0% |
| 6M | -15.2% | -2.8% | -12.4% | -13.7% |
| YTD | -18.9% | -1.1% | -17.8% | -18.5% |
| 1Y | -17.7% | 0.0% | -17.7% | -17.9% |
| 3Y | +15.6% | +28.8% | -13.1% | -1.8% |
| 5Y | +38.9% | +6.0% | +32.9% | +32.9% |
| 10Y | +245.3% | +29.1% | +216.1% | +197.6% |
| All | +461.3% | +126.0% | +335.3% | +350.0% |
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