+43.0%
TMUS vs EWJ
+51.7%
-8.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -0.3% | +2.9% | -3.1% | -0.9% |
| 30D | +3.1% | +1.1% | +2.0% | +2.9% |
| 3M | +2.4% | +7.1% | -4.7% | +0.6% |
| 6M | -17.1% | +16.2% | -33.3% | -20.6% |
| YTD | -9.1% | +22.0% | -31.1% | -14.6% |
| 1Y | -23.6% | +26.2% | -49.8% | -29.2% |
| 3Y | +38.8% | +73.5% | -34.6% | +11.4% |
| 5Y | +43.0% | +52.7% | -9.7% | +18.1% |
| All | +43.0% | +51.7% | -8.8% | +18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling