+298.8%
TMUS vs EWZ
+39.7%
+259.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.5% |
| 7D | +8.2% | +0.6% | +7.6% | +7.9% |
| 30D | +13.4% | -25.5% | +38.9% | +24.2% |
| 3M | -3.0% | -4.5% | +1.5% | -3.4% |
| 6M | -8.8% | -15.3% | +6.5% | -5.4% |
| YTD | -13.8% | +3.1% | -16.9% | -17.7% |
| 1Y | -17.1% | +1.2% | -18.3% | -20.4% |
| 3Y | +22.7% | +19.3% | +3.4% | +8.4% |
| 5Y | +52.8% | +52.3% | +0.6% | +18.6% |
| 10Y | +244.6% | +67.0% | +177.6% | +120.4% |
| All | +298.8% | +39.7% | +259.0% | +116.4% |
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 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