+700.3%
CAT vs TMUS
+248.1%
+452.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.8% | +1.1% | +2.5% |
| 7D | +1.7% | +8.2% | -6.4% | 0.0% |
| 30D | -24.6% | +13.4% | -37.9% | -26.9% |
| 3M | -28.5% | -3.0% | -25.5% | -28.5% |
| 6M | -34.8% | -8.8% | -26.0% | -34.4% |
| YTD | +5.9% | -13.8% | +19.8% | +7.5% |
| 1Y | +6.8% | -17.1% | +23.9% | +9.7% |
| 3Y | +161.1% | +22.7% | +138.4% | +126.9% |
| 5Y | +213.4% | +52.8% | +160.6% | +146.4% |
| 10Y | +700.3% | +244.6% | +455.7% | +346.7% |
| All | +700.3% | +248.1% | +452.3% | +346.7% |
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