+52.1%
TMUS vs IR
+46.6%
+5.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -0.9% | -0.7% |
| 7D | +6.5% | +4.2% | +2.3% | +6.0% |
| 30D | +11.3% | +8.1% | +3.2% | +10.2% |
| 3M | -2.9% | +0.7% | -3.6% | -3.0% |
| 6M | -10.5% | +16.6% | -27.1% | -12.5% |
| YTD | -14.4% | +7.8% | -22.2% | -16.0% |
| 1Y | -17.9% | +9.9% | -27.8% | -19.8% |
| 3Y | +21.9% | +25.2% | -3.3% | +10.7% |
| 5Y | +52.1% | +46.8% | +5.4% | +25.7% |
| All | +52.1% | +46.6% | +5.6% | +25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling