+688.6%
CAT vs TMUS
+244.6%
+444.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | +7.4% | +4.9% | +2.5% | +6.4% |
| 30D | -19.7% | +7.7% | -27.4% | -21.2% |
| 3M | -29.6% | -6.8% | -22.8% | -28.9% |
| 6M | -33.2% | -9.7% | -23.5% | -32.6% |
| YTD | +5.7% | -15.0% | +20.6% | +7.6% |
| 1Y | +9.3% | -19.1% | +28.5% | +13.0% |
| 3Y | +158.3% | +21.4% | +136.9% | +125.0% |
| 5Y | +211.6% | +51.2% | +160.4% | +145.5% |
| All | +688.6% | +244.6% | +444.0% | +342.5% |
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