+207.3%
CAT vs TMUS
+48.6%
+158.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.4% |
| 7D | -6.3% | +9.5% | -15.8% | -6.5% |
| 30D | -26.8% | +13.8% | -40.6% | -27.0% |
| 3M | -30.0% | -4.6% | -25.5% | -29.9% |
| 6M | -34.6% | -11.7% | -22.9% | -34.1% |
| YTD | +2.9% | -15.4% | +18.3% | +4.0% |
| 1Y | +3.3% | -16.1% | +19.4% | +4.4% |
| 3Y | +153.7% | +20.5% | +133.2% | +130.8% |
| 5Y | +207.3% | +48.7% | +158.5% | +177.9% |
| All | +207.3% | +48.6% | +158.7% | +177.9% |
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