-42.1%
CMCSA vs TMUS
+38.7%
-80.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.6% |
| 7D | +5.0% | +3.6% | +1.5% | +3.7% |
| 30D | +16.5% | -3.4% | +19.8% | +17.2% |
| 3M | -1.6% | -9.5% | +7.9% | +1.4% |
| 6M | -5.0% | -15.2% | +10.1% | -0.2% |
| YTD | -8.3% | -18.9% | +10.7% | -2.3% |
| 1Y | +0.4% | -17.7% | +18.1% | +6.3% |
| 3Y | -31.0% | +15.6% | -46.6% | -36.3% |
| All | -42.1% | +38.7% | -80.8% | -49.2% |
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