+176.2%
TMUS vs IR
+332.9%
-156.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.0% |
| 7D | +8.2% | +1.1% | +7.1% | +7.9% |
| 30D | +13.4% | +7.6% | +5.8% | +11.5% |
| 3M | -3.0% | +0.1% | -3.1% | -3.3% |
| 6M | -8.8% | +14.0% | -22.7% | -11.8% |
| YTD | -13.8% | +7.5% | -21.3% | -16.4% |
| 1Y | -17.1% | +10.1% | -27.2% | -20.1% |
| 3Y | +22.7% | +24.9% | -2.2% | +11.2% |
| 5Y | +52.8% | +46.9% | +6.0% | +29.8% |
| All | +176.2% | +332.9% | -156.7% | +79.2% |
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