+326.0%
CAT vs TMUS
+40.3%
+285.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.5% | +5.2% | +1.9% |
| 7D | +1.7% | +0.1% | +1.6% | +1.7% |
| 30D | -6.6% | +5.3% | -11.8% | -6.8% |
| 3M | -13.3% | +3.1% | -16.4% | -13.8% |
| 6M | +11.6% | -16.5% | +28.1% | +13.9% |
| YTD | +42.9% | -9.2% | +52.1% | +43.8% |
| 1Y | +95.4% | -26.5% | +121.9% | +104.1% |
| 3Y | +196.6% | +39.0% | +157.6% | +165.0% |
| All | +326.0% | +40.3% | +285.7% | +289.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling