+41.9%
TMUS vs IEFA
+51.0%
-9.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.3% | -2.0% |
| 7D | -5.3% | -0.5% | -4.9% | -5.2% |
| 30D | +0.1% | -1.1% | +1.2% | +0.5% |
| 3M | -0.6% | +5.1% | -5.7% | -2.4% |
| 6M | -17.5% | +9.3% | -26.9% | -20.5% |
| YTD | -11.3% | +13.0% | -24.2% | -15.9% |
| 1Y | -25.4% | +19.2% | -44.6% | -31.1% |
| 3Y | +35.5% | +67.0% | -31.5% | +4.7% |
| 5Y | +41.9% | +51.1% | -9.2% | +15.4% |
| All | +41.9% | +51.0% | -9.1% | +15.4% |
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