+234.7%
TMUS vs EMR
+319.4%
-84.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.4% | -0.3% | +3.1% |
| 7D | +5.3% | +2.1% | +3.2% | +4.8% |
| 30D | +13.5% | +4.8% | +8.8% | +12.1% |
| 3M | -4.2% | +7.5% | -11.7% | -6.3% |
| 6M | -11.9% | +20.9% | -32.7% | -16.8% |
| YTD | -15.6% | +29.2% | -44.7% | -22.8% |
| 1Y | -16.8% | +33.0% | -49.7% | -24.7% |
| 3Y | +20.8% | +109.8% | -89.0% | -9.1% |
| 5Y | +48.0% | +91.9% | -43.9% | +13.3% |
| 10Y | +234.7% | +301.5% | -66.8% | +95.0% |
| All | +234.7% | +319.4% | -84.7% | +95.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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