+42.0%
TMUS vs IRM
+189.3%
-147.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.6% | -5.1% | -3.7% |
| 7D | +0.1% | -0.5% | +0.5% | +0.1% |
| 30D | +5.3% | -8.1% | +13.3% | +6.4% |
| 3M | +3.1% | -9.7% | +12.8% | +4.4% |
| 6M | -16.5% | +10.0% | -26.4% | -18.2% |
| YTD | -9.2% | +43.0% | -52.2% | -15.0% |
| 1Y | -26.5% | +32.7% | -59.2% | -30.6% |
| 3Y | +39.0% | +102.7% | -63.7% | +16.6% |
| All | +42.0% | +189.3% | -147.4% | +4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling