+336.5%
IWM vs TMUS
+309.7%
+26.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.8% |
| 7D | -2.0% | +3.6% | -5.6% | -2.9% |
| 30D | -1.5% | -3.4% | +1.9% | -1.2% |
| 3M | -8.0% | -9.5% | +1.5% | -6.5% |
| 6M | -4.1% | -15.2% | +11.1% | -1.5% |
| YTD | +11.9% | -18.9% | +30.9% | +15.6% |
| 1Y | +15.0% | -17.7% | +32.7% | +18.1% |
| 3Y | +64.2% | +15.6% | +48.6% | +51.8% |
| 5Y | +20.4% | +38.9% | -18.5% | +5.4% |
| 10Y | +168.0% | +245.3% | -77.3% | +84.7% |
| All | +336.5% | +309.7% | +26.8% | +133.9% |
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