+275.3%
TMUS vs EMR
+513.2%
-237.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.0% | +1.0% |
| 7D | +3.6% | -1.6% | +5.1% | +4.2% |
| 30D | -3.4% | +2.0% | -5.3% | -4.6% |
| 3M | -9.5% | +3.8% | -13.3% | -11.5% |
| 6M | -15.2% | +10.5% | -25.7% | -20.2% |
| YTD | -18.9% | +23.7% | -42.6% | -28.8% |
| 1Y | -17.7% | +25.4% | -43.1% | -28.5% |
| 3Y | +15.6% | +86.6% | -70.9% | -20.8% |
| 5Y | +38.9% | +83.0% | -44.1% | -6.1% |
| 10Y | +245.3% | +319.5% | -74.2% | +34.5% |
| All | +275.3% | +513.2% | -237.9% | +9.1% |
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