+320.5%
TMUS vs IP
+133.5%
+187.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.2% | -5.7% | -4.2% |
| 7D | +0.1% | -5.3% | +5.3% | +1.7% |
| 30D | +5.3% | -10.9% | +16.1% | +8.8% |
| 3M | +3.1% | +11.2% | -8.0% | -1.3% |
| 6M | -16.5% | -10.2% | -6.2% | -15.2% |
| YTD | -9.2% | -2.0% | -7.2% | -10.9% |
| 1Y | -26.5% | -19.1% | -7.4% | -23.7% |
| 3Y | +39.0% | +20.9% | +18.2% | +19.8% |
| 5Y | +40.4% | -17.8% | +58.2% | +35.9% |
| 10Y | +303.7% | +23.5% | +280.2% | +212.6% |
| All | +320.5% | +133.5% | +187.0% | +170.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling