-27.8%
TMUS vs IRE
-97.2%
+69.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +39.6% | -38.7% | +2.4% |
| 7D | +3.6% | -27.2% | +30.7% | +3.1% |
| 30D | -3.4% | -75.1% | +71.8% | -6.9% |
| 3M | -9.5% | -77.9% | +68.4% | -12.5% |
| 6M | -15.2% | -94.6% | +79.4% | -19.8% |
| YTD | -18.9% | -91.5% | +72.6% | -19.6% |
| 1Y | -17.7% | -97.8% | +80.1% | -21.9% |
| All | -27.8% | -97.2% | +69.5% | -30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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