+1,057.5%
TMUS vs INDA
+122.4%
+935.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.9% |
| 7D | +8.2% | +3.1% | +5.0% | +6.9% |
| 30D | +13.4% | +11.3% | +2.1% | +8.9% |
| 3M | -3.0% | +3.0% | -6.0% | -4.2% |
| 6M | -8.8% | +6.5% | -15.3% | -11.1% |
| YTD | -13.8% | -4.6% | -9.3% | -12.7% |
| 1Y | -17.1% | -5.8% | -11.3% | -15.6% |
| 3Y | +22.7% | +16.8% | +5.9% | +13.6% |
| 5Y | +52.8% | +10.4% | +42.4% | +44.0% |
| 10Y | +244.6% | +116.8% | +127.8% | +141.0% |
| All | +1,057.5% | +122.4% | +935.1% | +688.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling