+32.8%
TMUS vs IFF
+29.7%
+3.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | -5.8% | -2.8% | -3.0% | -5.6% |
| 30D | -0.2% | -1.1% | +0.9% | -0.1% |
| 3M | -4.0% | +13.8% | -17.8% | -5.1% |
| 6M | -18.1% | +16.7% | -34.8% | -19.3% |
| YTD | -11.3% | +26.1% | -37.5% | -13.2% |
| 1Y | -24.7% | +33.5% | -58.2% | -26.7% |
| All | +32.8% | +29.7% | +3.2% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 3y: compounded portfolio wealth divided by compounded IFF 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…
3y analysis · Full analysis span regression · 6 months rolling