+968.7%
TMUS vs IEFA
+217.0%
+751.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.1% | -3.6% | -3.5% |
| 7D | +0.1% | +0.6% | -0.5% | -0.3% |
| 30D | +5.3% | +1.0% | +4.2% | +4.5% |
| 3M | +3.1% | +4.7% | -1.6% | 0.0% |
| 6M | -16.5% | +8.6% | -25.0% | -21.4% |
| YTD | -9.2% | +14.8% | -24.0% | -17.8% |
| 1Y | -26.5% | +22.6% | -49.1% | -36.5% |
| 3Y | +39.0% | +67.0% | -28.0% | -4.2% |
| 5Y | +40.4% | +52.3% | -11.9% | +2.5% |
| 10Y | +303.7% | +147.3% | +156.4% | +102.8% |
| All | +968.7% | +217.0% | +751.7% | +361.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling