+320.5%
TMUS vs EMR
+477.2%
-156.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.7% | -5.2% | -4.2% |
| 7D | +0.1% | -1.5% | +1.6% | +0.7% |
| 30D | +5.3% | -5.6% | +10.9% | +7.5% |
| 3M | +3.1% | +7.9% | -4.8% | -1.3% |
| 6M | -16.5% | +6.0% | -22.5% | -20.3% |
| YTD | -9.2% | +16.4% | -25.6% | -17.8% |
| 1Y | -26.5% | +16.6% | -43.1% | -34.0% |
| 3Y | +39.0% | +62.9% | -23.8% | +1.8% |
| 5Y | +40.4% | +60.1% | -19.7% | +1.3% |
| 10Y | +303.7% | +268.8% | +35.0% | +68.6% |
| All | +320.5% | +477.2% | -156.8% | +26.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling