+674.0%
CAT vs TMUS
+235.5%
+438.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.4% |
| 7D | -6.3% | +9.5% | -15.8% | -8.2% |
| 30D | -26.8% | +13.8% | -40.6% | -29.1% |
| 3M | -30.0% | -4.6% | -25.5% | -29.8% |
| 6M | -34.6% | -11.7% | -22.9% | -33.7% |
| YTD | +2.9% | -15.4% | +18.3% | +4.9% |
| 1Y | +3.3% | -16.1% | +19.4% | +5.4% |
| 3Y | +153.7% | +20.5% | +133.2% | +121.4% |
| 5Y | +207.3% | +48.7% | +158.5% | +143.4% |
| 10Y | +674.0% | +240.8% | +433.2% | +333.8% |
| All | +674.0% | +235.5% | +438.5% | +333.8% |
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