+39.5%
TMUS vs IR
+9.5%
+30.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.3% | -4.7% | -3.5% |
| 7D | +0.1% | -2.8% | +2.9% | +0.2% |
| 30D | +5.3% | -15.1% | +20.4% | +5.8% |
| 3M | +3.1% | +6.1% | -2.9% | +2.9% |
| 6M | -16.5% | -16.8% | +0.4% | -15.7% |
| YTD | -9.2% | -3.5% | -5.6% | -9.4% |
| 1Y | -26.5% | -3.5% | -23.0% | -26.7% |
| All | +39.5% | +9.5% | +30.0% | +28.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling