-24.8%
TMUS vs IRE
-97.3%
+72.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.5% | +6.6% | +4.0% |
| 7D | +5.3% | -15.5% | +20.9% | +5.4% |
| 30D | +13.5% | -70.4% | +83.9% | +10.0% |
| 3M | -4.2% | -81.6% | +77.4% | -8.1% |
| 6M | -11.9% | -94.7% | +82.8% | -16.8% |
| YTD | -15.6% | -91.8% | +76.2% | -16.3% |
| 1Y | -16.8% | -97.6% | +80.8% | -20.6% |
| All | -24.8% | -97.3% | +72.5% | -27.3% |
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