+317.8%
TMUS vs IYR
+65.1%
+252.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.3% | -1.8% |
| 7D | -5.3% | -0.9% | -4.4% | -4.9% |
| 30D | +0.1% | -2.4% | +2.5% | +1.3% |
| 3M | -0.6% | -2.0% | +1.4% | +0.5% |
| 6M | -17.5% | +2.5% | -20.0% | -18.6% |
| YTD | -11.3% | +8.3% | -19.6% | -14.8% |
| 1Y | -25.4% | +6.5% | -31.8% | -27.8% |
| 3Y | +35.5% | +29.3% | +6.2% | +17.1% |
| 5Y | +41.9% | +5.7% | +36.2% | +35.4% |
| 10Y | +317.8% | +69.2% | +248.6% | +213.0% |
| All | +317.8% | +65.1% | +252.7% | +213.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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