+42.0%
TMUS vs IR
+45.6%
-3.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.3% | -4.7% | -3.6% |
| 7D | +0.1% | -2.8% | +2.9% | +0.4% |
| 30D | +5.3% | -15.1% | +20.4% | +7.4% |
| 3M | +3.1% | +6.1% | -2.9% | +2.1% |
| 6M | -16.5% | -16.8% | +0.4% | -14.6% |
| YTD | -9.2% | -3.5% | -5.6% | -9.6% |
| 1Y | -26.5% | -3.5% | -23.0% | -27.0% |
| 3Y | +39.0% | +9.5% | +29.5% | +29.0% |
| All | +42.0% | +45.6% | -3.7% | +15.5% |
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