+320.9%
TMUS vs INFY
+155.9%
+165.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INFY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.9% | +5.0% | +1.7% |
| 7D | -0.3% | -7.2% | +7.0% | +2.3% |
| 30D | +3.1% | -11.2% | +14.3% | +7.2% |
| 3M | +2.4% | -7.4% | +9.8% | +4.5% |
| 6M | -17.1% | -21.3% | +4.2% | -11.2% |
| YTD | -9.1% | -36.2% | +27.1% | +3.4% |
| 1Y | -23.6% | -31.3% | +7.6% | -16.0% |
| 3Y | +38.8% | -31.1% | +69.9% | +48.1% |
| 5Y | +43.0% | -44.9% | +87.8% | +61.0% |
| 10Y | +309.1% | +83.1% | +226.0% | +166.4% |
| All | +320.9% | +155.9% | +165.0% | +85.2% |
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