+15.6%
TMUS vs EMR
+85.7%
-70.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.0% | +0.9% |
| 7D | +3.6% | -1.6% | +5.1% | +3.5% |
| 30D | -3.4% | +2.0% | -5.3% | -3.3% |
| 3M | -9.5% | +3.8% | -13.3% | -9.4% |
| 6M | -15.2% | +10.5% | -25.7% | -14.9% |
| YTD | -18.9% | +23.7% | -42.6% | -19.3% |
| 1Y | -17.7% | +25.4% | -43.1% | -18.2% |
| 3Y | +15.6% | +86.6% | -70.9% | +10.9% |
| All | +15.6% | +85.7% | -70.1% | +10.9% |
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