+293.7%
TMUS vs INFY
+182.5%
+111.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INFY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +4.9% | -1.7% | +6.6% | +5.5% |
| 30D | +7.7% | +7.1% | +0.7% | +5.2% |
| 3M | -6.8% | -1.0% | -5.8% | -6.8% |
| 6M | -9.7% | +5.9% | -15.5% | -12.4% |
| YTD | -15.0% | -29.5% | +14.6% | -6.7% |
| 1Y | -19.1% | -26.0% | +6.8% | -13.2% |
| 3Y | +21.4% | -19.4% | +40.8% | +22.4% |
| 5Y | +51.2% | -40.9% | +92.1% | +66.6% |
| 10Y | +240.2% | +121.9% | +118.3% | +106.0% |
| All | +293.7% | +182.5% | +111.2% | +67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INFY.
Daily Out/Under-Performance
Portfolio return minus INFY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INFY 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 INFY 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