+293.7%
TMUS vs IFF
+164.4%
+129.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -1.0% |
| 7D | +4.9% | -1.8% | +6.7% | +5.6% |
| 30D | +7.7% | -9.4% | +17.1% | +11.5% |
| 3M | -6.8% | -3.0% | -3.8% | -6.0% |
| 6M | -9.7% | +5.8% | -15.5% | -12.4% |
| YTD | -15.0% | +22.4% | -37.3% | -23.3% |
| 1Y | -19.1% | +23.0% | -42.2% | -27.3% |
| 3Y | +21.4% | +21.8% | -0.3% | +5.0% |
| 5Y | +51.2% | -39.2% | +90.4% | +68.9% |
| 10Y | +240.2% | -12.4% | +252.6% | +181.1% |
| All | +293.7% | +164.4% | +129.3% | +53.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling