+613.5%
IVV vs TMUS
+306.1%
+307.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.9% | -5.3% | -4.6% |
| 7D | -4.8% | +9.0% | -13.8% | -6.6% |
| 30D | -5.9% | -3.2% | -2.7% | -5.8% |
| 3M | -4.5% | -6.9% | +2.4% | -3.7% |
| 6M | +1.8% | -16.4% | +18.3% | +4.6% |
| YTD | +8.4% | -19.6% | +28.0% | +11.7% |
| 1Y | +9.4% | -19.9% | +29.3% | +12.8% |
| 3Y | +75.3% | +14.5% | +60.7% | +64.8% |
| 5Y | +67.8% | +37.7% | +30.1% | +50.5% |
| 10Y | +314.2% | +242.2% | +71.9% | +205.2% |
| All | +613.5% | +306.1% | +307.5% | +325.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TMUS.
Daily Out/Under-Performance
Portfolio return minus TMUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMUS 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 TMUS 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