+317.8%
TMUS vs EME
+1,266.0%
-948.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.4% | 0.0% | -2.0% |
| 7D | -5.3% | +2.7% | -8.0% | -5.8% |
| 30D | +0.1% | -6.8% | +6.9% | +1.1% |
| 3M | -0.6% | -8.8% | +8.2% | 0.0% |
| 6M | -17.5% | +5.0% | -22.5% | -20.0% |
| YTD | -11.3% | +23.5% | -34.7% | -17.4% |
| 1Y | -25.4% | +21.3% | -46.7% | -31.1% |
| 3Y | +35.5% | +241.1% | -205.5% | -11.1% |
| 5Y | +41.9% | +549.2% | -507.3% | -26.8% |
| 10Y | +317.8% | +1,306.4% | -988.6% | +55.4% |
| All | +317.8% | +1,266.0% | -948.2% | +55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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