-18.3%
CMCSA vs TMUS
-25.3%
+7.0%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.4% | -4.2% | -5.5% |
| 7D | -8.3% | -5.3% | -3.0% | -6.0% |
| 30D | -2.4% | +0.1% | -2.5% | -2.4% |
| 3M | +4.5% | -0.6% | +5.1% | +4.9% |
| 6M | -18.8% | -17.5% | -1.2% | -11.6% |
| YTD | -8.9% | -11.3% | +2.3% | -4.2% |
| 1Y | -18.3% | -25.4% | +7.1% | -11.3% |
| All | -18.3% | -25.3% | +7.0% | -11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling