+712.5%
CAT vs TMUS
+260.7%
+451.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +4.1% | +3.1% | +6.3% |
| 7D | -2.4% | +5.3% | -7.7% | -3.6% |
| 30D | -25.0% | +13.5% | -38.6% | -27.3% |
| 3M | -28.7% | -4.2% | -24.5% | -28.5% |
| 6M | -33.0% | -11.9% | -21.1% | -32.0% |
| YTD | +5.4% | -15.6% | +21.0% | +7.5% |
| 1Y | +7.3% | -16.8% | +24.0% | +9.7% |
| 3Y | +166.0% | +20.8% | +145.2% | +132.0% |
| 5Y | +210.1% | +48.0% | +162.1% | +146.2% |
| 10Y | +712.5% | +234.7% | +477.8% | +369.1% |
| All | +712.5% | +260.7% | +451.8% | +369.1% |
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