+38.8%
TMUS vs EWZ
+50.2%
-11.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | 0.0% |
| 7D | -0.3% | +5.6% | -5.8% | -0.6% |
| 30D | +3.1% | +9.3% | -6.1% | +2.5% |
| 3M | +2.4% | +15.7% | -13.3% | +1.4% |
| 6M | -17.1% | +7.4% | -24.5% | -17.7% |
| YTD | -9.1% | +22.7% | -31.8% | -11.5% |
| 1Y | -23.6% | +36.4% | -60.0% | -26.9% |
| 3Y | +38.8% | +50.4% | -11.5% | +25.8% |
| All | +38.8% | +50.2% | -11.4% | +25.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling