-23.3%
TMUS vs IRE
-97.5%
+74.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +12.1% | -10.3% | +2.3% |
| 7D | +8.2% | -15.1% | +23.3% | +8.0% |
| 30D | +13.4% | -71.4% | +84.7% | +9.7% |
| 3M | -3.0% | -81.2% | +78.1% | -6.9% |
| 6M | -8.8% | -93.7% | +85.0% | -13.3% |
| YTD | -13.8% | -92.2% | +78.4% | -14.8% |
| 1Y | -17.1% | -97.3% | +80.2% | -20.5% |
| All | -23.3% | -97.5% | +74.2% | -25.9% |
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