+48.0%
TMUS vs EWZ
+57.4%
-9.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.0% | +2.2% | +3.9% |
| 7D | +5.3% | +1.4% | +3.9% | +5.2% |
| 30D | +13.5% | -25.1% | +38.7% | +16.6% |
| 3M | -4.2% | -7.7% | +3.5% | -4.4% |
| 6M | -11.9% | -15.8% | +4.0% | -11.0% |
| YTD | -15.6% | +3.6% | -19.2% | -17.9% |
| 1Y | -16.8% | +5.5% | -22.3% | -19.4% |
| 3Y | +20.8% | +22.1% | -1.3% | +13.0% |
| 5Y | +48.0% | +58.3% | -10.3% | +29.9% |
| All | +48.0% | +57.4% | -9.3% | +29.9% |
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 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