+290.8%
TMUS vs EWZ
+40.5%
+250.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.0% | +2.2% | +3.4% |
| 7D | +5.3% | +1.4% | +3.9% | +4.9% |
| 30D | +13.5% | -25.1% | +38.7% | +24.2% |
| 3M | -4.2% | -7.7% | +3.5% | -3.5% |
| 6M | -11.9% | -15.8% | +4.0% | -8.4% |
| YTD | -15.6% | +3.6% | -19.2% | -19.5% |
| 1Y | -16.8% | +5.5% | -22.3% | -21.3% |
| 3Y | +20.8% | +22.1% | -1.3% | +5.8% |
| 5Y | +48.0% | +58.3% | -10.3% | +13.1% |
| 10Y | +234.7% | +50.3% | +184.5% | +124.4% |
| All | +290.8% | +40.5% | +250.3% | +111.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling