-15.6%
TMUS vs INFQ
-7.9%
-7.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INFQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.2% | +1.7% | +3.0% |
| 7D | +0.4% | +2.1% | -1.7% | +0.5% |
| 30D | +3.5% | +6.1% | -2.6% | +3.7% |
| 3M | -1.3% | -7.1% | +5.8% | -0.6% |
| 6M | -13.6% | +14.8% | -28.4% | -11.0% |
| All | -15.6% | -7.9% | -7.7% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INFQ.
Daily Out/Under-Performance
Portfolio return minus INFQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INFQ 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 INFQ 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