+272.0%
TMUS vs IP
+114.7%
+157.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.0% | +4.8% | +2.1% |
| 7D | +9.0% | -5.0% | +14.0% | +10.8% |
| 30D | -3.2% | +6.5% | -9.8% | -5.3% |
| 3M | -6.9% | -18.0% | +11.2% | -1.5% |
| 6M | -16.4% | +10.3% | -26.7% | -20.4% |
| YTD | -19.6% | -9.9% | -9.8% | -19.4% |
| 1Y | -19.9% | -1.1% | -18.9% | -22.3% |
| 3Y | +14.5% | +13.0% | +1.5% | +0.4% |
| 5Y | +37.7% | -12.3% | +49.9% | +29.3% |
| 10Y | +242.2% | +26.8% | +215.4% | +160.0% |
| All | +272.0% | +114.7% | +157.3% | +144.6% |
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