+320.5%
TMUS vs EWZ
+63.1%
+257.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.7% | -3.2% |
| 7D | +0.1% | +6.5% | -6.4% | -2.2% |
| 30D | +5.3% | +4.8% | +0.4% | +3.4% |
| 3M | +3.1% | +9.9% | -6.8% | -0.6% |
| 6M | -16.5% | +1.9% | -18.4% | -17.8% |
| YTD | -9.2% | +20.3% | -29.5% | -16.2% |
| 1Y | -26.5% | +35.6% | -62.1% | -35.4% |
| 3Y | +39.0% | +43.4% | -4.4% | +17.1% |
| 5Y | +40.4% | +55.9% | -15.6% | +10.2% |
| 10Y | +303.7% | +84.2% | +219.6% | +154.4% |
| All | +320.5% | +63.1% | +257.4% | +120.2% |
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