+1,823.2%
CAT vs TMUS
+359.0%
+1,464.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.5% | +5.2% | +2.6% |
| 7D | +1.7% | +0.1% | +1.6% | +1.6% |
| 30D | -6.6% | +5.3% | -11.8% | -7.9% |
| 3M | -13.3% | +3.1% | -16.4% | -14.8% |
| 6M | +11.6% | -16.5% | +28.1% | +15.1% |
| YTD | +42.9% | -9.2% | +52.1% | +43.9% |
| 1Y | +95.4% | -26.5% | +121.9% | +107.1% |
| 3Y | +196.6% | +39.0% | +157.6% | +162.4% |
| 5Y | +321.7% | +40.4% | +281.3% | +267.4% |
| 10Y | +1,140.8% | +303.7% | +837.1% | +708.9% |
| All | +1,823.2% | +359.0% | +1,464.2% | +847.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling