-19.1%
TMUS vs IRE
-84.4%
+65.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +14.0% | -17.4% | -3.0% |
| 7D | +0.1% | +54.8% | -54.7% | +1.7% |
| 30D | +5.3% | +18.4% | -13.1% | +6.4% |
| 3M | +3.1% | -66.7% | +69.9% | +1.9% |
| 6M | -16.5% | -52.3% | +35.9% | -14.2% |
| YTD | -9.2% | -52.3% | +43.2% | -5.5% |
| All | -19.1% | -84.4% | +65.3% | -17.9% |
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 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