-26.5%
TMUS vs EWZ
+36.3%
-62.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.7% | -3.5% |
| 7D | +0.1% | +6.5% | -6.4% | +0.6% |
| 30D | +5.3% | +4.8% | +0.4% | +5.6% |
| 3M | +3.1% | +9.9% | -6.8% | +3.9% |
| 6M | -16.5% | +1.9% | -18.4% | -16.6% |
| YTD | -9.2% | +20.3% | -29.5% | -9.9% |
| 1Y | -26.5% | +35.6% | -62.1% | -27.9% |
| All | -26.5% | +36.3% | -62.8% | -27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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