+21.4%
TMUS vs EMR
+103.4%
-82.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.7% | -0.6% |
| 7D | +4.9% | +2.8% | +2.1% | +5.0% |
| 30D | +7.7% | +3.7% | +4.0% | +7.8% |
| 3M | -6.8% | +2.0% | -8.8% | -6.7% |
| 6M | -9.7% | +22.1% | -31.8% | -9.3% |
| YTD | -15.0% | +27.2% | -42.2% | -15.3% |
| 1Y | -19.1% | +32.0% | -51.1% | -19.7% |
| 3Y | +21.4% | +103.3% | -81.8% | +17.7% |
| All | +21.4% | +103.4% | -82.0% | +17.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling