+238.5%
TMUS vs EWZ
+65.7%
+172.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.5% |
| 7D | +9.5% | +1.3% | +8.2% | +9.2% |
| 30D | +13.8% | -26.2% | +40.0% | +20.3% |
| 3M | -4.6% | -8.6% | +4.1% | -4.0% |
| 6M | -11.7% | -17.0% | +5.3% | -9.4% |
| YTD | -15.4% | +2.2% | -17.5% | -17.7% |
| 1Y | -16.1% | +2.7% | -18.8% | -18.7% |
| 3Y | +20.5% | +18.2% | +2.3% | +11.6% |
| 5Y | +48.7% | +56.0% | -7.3% | +25.8% |
| All | +238.5% | +65.7% | +172.7% | +172.9% |
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