+43.0%
TMUS vs EWZ
+60.6%
-17.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.2% |
| 7D | -0.3% | +5.6% | -5.8% | -1.0% |
| 30D | +3.1% | +9.3% | -6.1% | +1.9% |
| 3M | +2.4% | +15.7% | -13.3% | +0.3% |
| 6M | -17.1% | +7.4% | -24.5% | -18.2% |
| YTD | -9.1% | +22.7% | -31.8% | -12.5% |
| 1Y | -23.6% | +36.4% | -60.0% | -28.0% |
| 3Y | +38.8% | +50.4% | -11.5% | +27.3% |
| 5Y | +43.0% | +67.6% | -24.7% | +24.1% |
| All | +43.0% | +60.6% | -17.6% | +24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling