+42.0%
TMUS vs IP
-17.2%
+59.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.2% | -5.7% | -3.7% |
| 7D | +0.1% | -5.3% | +5.3% | +0.8% |
| 30D | +5.3% | -10.9% | +16.1% | +6.8% |
| 3M | +3.1% | +11.2% | -8.0% | +1.4% |
| 6M | -16.5% | -10.2% | -6.2% | -15.7% |
| YTD | -9.2% | -2.0% | -7.2% | -9.6% |
| 1Y | -26.5% | -19.1% | -7.4% | -25.0% |
| 3Y | +39.0% | +20.9% | +18.2% | +29.3% |
| All | +42.0% | -17.2% | +59.2% | +47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 5y: compounded portfolio wealth divided by compounded IP 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…
5y analysis · Full analysis span regression · 6 months rolling