+51.8%
TMUS vs IEFA
+47.3%
+4.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.8% | -0.7% |
| 7D | +4.9% | +2.2% | +2.7% | +4.2% |
| 30D | +7.7% | +1.1% | +6.6% | +7.3% |
| 3M | -6.8% | -4.3% | -2.5% | -5.6% |
| 6M | -9.7% | +1.4% | -11.1% | -10.4% |
| YTD | -15.0% | +10.1% | -25.0% | -18.7% |
| 1Y | -19.1% | +12.9% | -32.0% | -23.6% |
| 3Y | +21.4% | +65.8% | -44.4% | -5.9% |
| All | +51.8% | +47.3% | +4.5% | +24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling