+15.6%
TMUS vs IRM
+90.1%
-74.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.9% |
| 7D | +3.6% | -8.6% | +12.2% | +3.8% |
| 30D | -3.4% | -8.0% | +4.6% | -3.2% |
| 3M | -9.5% | -12.0% | +2.5% | -9.1% |
| 6M | -15.2% | -18.2% | +3.0% | -14.4% |
| YTD | -18.9% | +31.4% | -50.3% | -21.6% |
| 1Y | -17.7% | +9.2% | -26.9% | -18.9% |
| 3Y | +15.6% | +94.6% | -78.9% | +9.8% |
| All | +15.6% | +90.1% | -74.4% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 3y: compounded portfolio wealth divided by compounded IRM 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…
3y analysis · Full analysis span regression · 6 months rolling