+39.1%
TMUS vs EMR
+63.5%
-24.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.7% | -5.2% | -3.4% |
| 7D | +0.1% | -1.5% | +1.6% | +0.1% |
| 30D | +5.3% | -5.6% | +10.9% | +5.2% |
| 3M | +3.1% | +7.9% | -4.8% | +3.2% |
| 6M | -16.5% | +6.0% | -22.5% | -16.3% |
| YTD | -9.2% | +16.4% | -25.6% | -9.9% |
| 1Y | -26.5% | +16.6% | -43.1% | -27.2% |
| All | +39.1% | +63.5% | -24.5% | +32.3% |
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