-25.4%
TMUS vs EWJ
+26.8%
-52.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -2.6% |
| 7D | -5.3% | +1.0% | -6.3% | -5.1% |
| 30D | +0.1% | +1.0% | -0.9% | +0.3% |
| 3M | -0.6% | +7.2% | -7.8% | +0.9% |
| 6M | -17.5% | +13.9% | -31.4% | -15.3% |
| YTD | -11.3% | +20.8% | -32.0% | -8.2% |
| 1Y | -25.4% | +26.4% | -51.8% | -21.8% |
| All | -25.4% | +26.8% | -52.1% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 1y: compounded portfolio wealth divided by compounded EWJ 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…
1y analysis · Full analysis span regression · 6 months rolling