+293.7%
TMUS vs EWJ
+120.9%
+172.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.8% |
| 7D | +4.9% | +4.0% | +0.9% | +2.5% |
| 30D | +7.7% | -4.3% | +12.0% | +10.3% |
| 3M | -6.8% | -6.8% | 0.0% | -3.3% |
| 6M | -9.7% | -0.9% | -8.8% | -10.7% |
| YTD | -15.0% | +14.3% | -29.2% | -24.3% |
| 1Y | -19.1% | +15.3% | -34.4% | -28.6% |
| 3Y | +21.4% | +65.6% | -44.2% | -18.8% |
| 5Y | +51.2% | +47.5% | +3.7% | +8.2% |
| 10Y | +240.2% | +126.2% | +114.0% | +75.0% |
| All | +293.7% | +120.9% | +172.8% | +105.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling