-18.6%
TMUS vs EWZ
+0.5%
-19.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.1% |
| 7D | +9.5% | +1.3% | +8.2% | +9.6% |
| 30D | +13.8% | -26.2% | +40.0% | +11.4% |
| 3M | -4.6% | -8.6% | +4.1% | -5.2% |
| 6M | -11.7% | -17.0% | +5.3% | -13.6% |
| YTD | -15.4% | +2.2% | -17.5% | -17.1% |
| All | -18.6% | +0.5% | -19.0% | -20.4% |
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