+725.3%
CAT vs TMUS
+238.1%
+487.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.7% |
| 7D | -10.3% | +3.6% | -13.9% | -11.1% |
| 30D | -31.2% | -3.4% | -27.8% | -31.1% |
| 3M | -34.7% | -9.5% | -25.2% | -33.7% |
| 6M | -39.5% | -15.2% | -24.3% | -38.1% |
| YTD | -1.7% | -18.9% | +17.3% | +1.2% |
| 1Y | -1.1% | -17.7% | +16.6% | +1.1% |
| 3Y | +143.9% | +15.6% | +128.2% | +114.2% |
| 5Y | +194.8% | +38.9% | +155.9% | +137.3% |
| All | +725.3% | +238.1% | +487.2% | +322.2% |
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