-21.4%
TMUS vs INFQ
-40.5%
+19.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INFQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.2% | -0.8% |
| 7D | +4.9% | -4.6% | +9.5% | +4.7% |
| 30D | +7.7% | -6.9% | +14.6% | +7.6% |
| 3M | -6.8% | -30.4% | +23.6% | -7.9% |
| 6M | -9.7% | -36.2% | +26.5% | -9.4% |
| All | -21.4% | -40.5% | +19.1% | -22.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling