+21.4%
TMUS vs EME
+216.1%
-194.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.7% |
| 7D | +4.9% | +8.4% | -3.5% | +5.6% |
| 30D | +7.7% | -11.5% | +19.2% | +6.7% |
| 3M | -6.8% | -20.6% | +13.8% | -8.3% |
| 6M | -9.7% | -28.5% | +18.8% | -10.7% |
| YTD | -15.0% | +8.0% | -23.0% | -15.8% |
| 1Y | -19.1% | +6.8% | -25.9% | -19.9% |
| 3Y | +21.4% | +213.9% | -192.5% | +21.0% |
| All | +21.4% | +216.1% | -194.7% | +21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling