+157.7%
TMUS vs IR
+316.5%
-158.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.8% | +3.7% | +1.4% |
| 7D | +9.0% | +2.3% | +6.7% | +8.5% |
| 30D | -3.2% | +3.3% | -6.6% | -4.1% |
| 3M | -6.9% | -9.0% | +2.1% | -5.4% |
| 6M | -16.4% | +8.0% | -24.4% | -18.3% |
| YTD | -19.6% | +3.4% | -23.0% | -21.4% |
| 1Y | -19.9% | +4.5% | -24.4% | -22.0% |
| 3Y | +14.5% | +25.6% | -11.1% | +3.3% |
| 5Y | +37.7% | +43.8% | -6.1% | +17.2% |
| All | +157.7% | +316.5% | -158.8% | +68.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling