+33.0%
TMUS vs IEFA
+65.6%
-32.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.3% | -2.3% |
| 7D | -5.3% | -0.5% | -4.9% | -5.3% |
| 30D | +0.1% | -1.1% | +1.2% | +0.2% |
| 3M | -0.6% | +5.1% | -5.7% | -1.3% |
| 6M | -17.5% | +9.3% | -26.9% | -18.7% |
| YTD | -11.3% | +13.0% | -24.2% | -13.6% |
| 1Y | -25.4% | +19.2% | -44.6% | -28.6% |
| All | +33.0% | +65.6% | -32.6% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 3y: compounded portfolio wealth divided by compounded IEFA 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…
3y analysis · Full analysis span regression · 6 months rolling