+370.9%
IWM vs TMUS
+359.0%
+11.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.5% | +3.7% | +1.1% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | -1.3% | +5.3% | -6.5% | -2.6% |
| 3M | +1.6% | +3.1% | -1.5% | +0.2% |
| 6M | +13.6% | -16.5% | +30.0% | +17.7% |
| YTD | +20.8% | -9.2% | +29.9% | +22.1% |
| 1Y | +26.4% | -26.5% | +52.9% | +34.6% |
| 3Y | +60.7% | +39.0% | +21.7% | +42.7% |
| 5Y | +38.2% | +40.4% | -2.2% | +21.5% |
| 10Y | +169.5% | +303.7% | -134.2% | +79.8% |
| All | +370.9% | +359.0% | +11.9% | +147.0% |
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