-28.4%
TMUS vs IRE
-98.0%
+69.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -33.9% | +34.8% | -0.5% |
| 7D | +9.0% | -57.1% | +66.2% | +6.2% |
| 30D | -3.2% | -84.4% | +81.2% | -8.6% |
| 3M | -6.9% | -85.0% | +78.1% | -11.5% |
| 6M | -16.4% | -95.2% | +78.8% | -21.4% |
| YTD | -19.6% | -93.9% | +74.3% | -21.5% |
| 1Y | -19.9% | -98.8% | +78.9% | -25.9% |
| All | -28.4% | -98.0% | +69.6% | -31.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling