+240.8%
TMUS vs INDA
+104.9%
+135.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | +9.5% | +6.2% | +3.3% | +6.9% |
| 30D | +13.8% | +12.4% | +1.4% | +8.8% |
| 3M | -4.6% | +3.2% | -7.7% | -5.8% |
| 6M | -11.7% | +3.8% | -15.5% | -13.1% |
| YTD | -15.4% | -4.3% | -11.1% | -14.3% |
| 1Y | -16.1% | -4.5% | -11.6% | -15.0% |
| 3Y | +20.5% | +17.1% | +3.4% | +10.8% |
| 5Y | +48.7% | +11.0% | +37.7% | +39.1% |
| 10Y | +240.8% | +107.5% | +133.3% | +147.8% |
| All | +240.8% | +104.9% | +135.9% | +147.8% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 10y: compounded portfolio wealth divided by compounded INDA 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…
10y analysis · Full analysis span regression · 6 months rolling