+317.8%
TMUS vs EWZ
+86.7%
+231.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.0% | -2.1% |
| 7D | -5.3% | -0.1% | -5.3% | -5.3% |
| 30D | +0.1% | +8.2% | -8.1% | -1.7% |
| 3M | -0.6% | +13.3% | -13.9% | -3.4% |
| 6M | -17.5% | +3.6% | -21.1% | -18.6% |
| YTD | -11.3% | +21.0% | -32.2% | -15.7% |
| 1Y | -25.4% | +34.7% | -60.1% | -31.1% |
| 3Y | +35.5% | +48.3% | -12.8% | +20.9% |
| 5Y | +41.9% | +60.1% | -18.2% | +21.5% |
| 10Y | +317.8% | +92.6% | +225.3% | +220.9% |
| All | +317.8% | +86.7% | +231.1% | +220.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling