+10.2%
CMCSA vs TMUS
+309.7%
-299.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | +0.1% | -0.3% | +0.4% | +0.2% |
| 30D | +3.8% | +3.1% | +0.7% | +2.5% |
| 3M | +12.3% | +2.4% | +9.9% | +10.8% |
| 6M | -15.4% | -17.1% | +1.7% | -9.2% |
| YTD | -2.5% | -9.1% | +6.6% | +0.6% |
| 1Y | -13.4% | -23.6% | +10.3% | -4.3% |
| 3Y | -30.4% | +38.8% | -69.2% | -41.2% |
| 5Y | -45.0% | +43.0% | -88.0% | -55.0% |
| 10Y | +10.2% | +309.1% | -298.9% | -38.5% |
| All | +10.2% | +309.7% | -299.5% | -38.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling