+171.3%
TMUS vs IR
+336.9%
-165.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.5% |
| 7D | +9.5% | +1.5% | +8.0% | +9.2% |
| 30D | +13.8% | +9.0% | +4.8% | +11.7% |
| 3M | -4.6% | -0.9% | -3.7% | -4.7% |
| 6M | -11.7% | +13.4% | -25.1% | -14.5% |
| YTD | -15.4% | +8.5% | -23.8% | -18.0% |
| 1Y | -16.1% | +11.3% | -27.4% | -19.4% |
| 3Y | +20.5% | +26.0% | -5.5% | +9.0% |
| 5Y | +48.7% | +47.9% | +0.9% | +26.1% |
| All | +171.3% | +336.9% | -165.6% | +75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 10y: compounded portfolio wealth divided by compounded IR 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…
10y analysis · Full analysis span regression · 6 months rolling