+309.1%
TMUS vs EMR
+268.7%
+40.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -0.3% | +3.1% | -3.3% | -1.0% |
| 30D | +3.1% | -3.5% | +6.7% | +4.0% |
| 3M | +2.4% | +9.8% | -7.4% | -0.7% |
| 6M | -17.1% | +10.8% | -27.9% | -20.3% |
| YTD | -9.1% | +15.9% | -25.0% | -14.5% |
| 1Y | -23.6% | +16.4% | -40.1% | -28.6% |
| 3Y | +38.8% | +62.1% | -23.3% | +13.0% |
| 5Y | +43.0% | +62.9% | -20.0% | +14.3% |
| 10Y | +309.1% | +267.8% | +41.3% | +123.5% |
| All | +309.1% | +268.7% | +40.4% | +123.5% |
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