+1,134.9%
CAT vs TMUS
+304.9%
+830.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.5% | +5.2% | +2.6% |
| 7D | +1.7% | +0.1% | +1.6% | +1.6% |
| 30D | -6.6% | +5.3% | -11.8% | -7.9% |
| 3M | -13.3% | +3.1% | -16.4% | -15.0% |
| 6M | +11.6% | -16.5% | +28.1% | +15.8% |
| YTD | +42.9% | -9.2% | +52.1% | +44.2% |
| 1Y | +95.4% | -26.5% | +121.9% | +110.1% |
| 3Y | +196.6% | +39.0% | +157.6% | +149.6% |
| 5Y | +321.7% | +40.4% | +281.3% | +248.0% |
| All | +1,134.9% | +304.9% | +830.0% | +569.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMUS.
Daily Out/Under-Performance
Portfolio return minus TMUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMUS 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 TMUS 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