+320.5%
TMUS vs EME
+2,464.8%
-2,144.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.7% | -5.2% | -4.0% |
| 7D | +0.1% | +1.9% | -1.8% | -0.6% |
| 30D | +5.3% | -8.3% | +13.5% | +7.9% |
| 3M | +3.1% | -10.7% | +13.9% | +4.6% |
| 6M | -16.5% | +1.9% | -18.4% | -20.1% |
| YTD | -9.2% | +23.5% | -32.6% | -19.4% |
| 1Y | -26.5% | +18.0% | -44.4% | -34.9% |
| 3Y | +39.0% | +236.1% | -197.1% | -23.2% |
| 5Y | +40.4% | +527.9% | -487.5% | -41.7% |
| 10Y | +303.7% | +1,252.8% | -949.1% | +10.7% |
| All | +320.5% | +2,464.8% | -2,144.3% | -16.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling