+213.9%
CAT vs TMUS
+51.5%
+162.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.8% |
| 7D | +7.4% | +4.9% | +2.5% | +7.3% |
| 30D | -19.7% | +7.7% | -27.4% | -19.8% |
| 3M | -29.6% | -6.8% | -22.8% | -29.3% |
| 6M | -33.2% | -9.7% | -23.5% | -32.8% |
| YTD | +5.7% | -15.0% | +20.6% | +6.7% |
| 1Y | +9.3% | -19.1% | +28.5% | +11.4% |
| 3Y | +158.3% | +21.4% | +136.9% | +134.7% |
| All | +213.9% | +51.5% | +162.4% | +181.3% |
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