+1,211.3%
CAT vs TMUS
+306.1%
+905.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.9% | -7.3% | -6.6% |
| 7D | -14.5% | +9.0% | -23.5% | -16.4% |
| 30D | -35.7% | -3.2% | -32.5% | -35.7% |
| 3M | -36.3% | -6.9% | -29.4% | -35.8% |
| 6M | -38.5% | -16.4% | -22.1% | -37.0% |
| YTD | -2.5% | -19.6% | +17.1% | +0.2% |
| 1Y | -1.9% | -19.9% | +18.0% | +0.8% |
| 3Y | +139.2% | +14.5% | +124.7% | +120.4% |
| 5Y | +192.1% | +37.7% | +154.5% | +153.4% |
| 10Y | +732.3% | +242.2% | +490.0% | +461.0% |
| All | +1,211.3% | +306.1% | +905.2% | +559.5% |
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