+210.0%
CMCSA vs TMUS
+359.0%
-149.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | +0.3% |
| 7D | -2.1% | +0.1% | -2.2% | -2.1% |
| 30D | +7.0% | +5.3% | +1.8% | +5.6% |
| 3M | +15.1% | +3.1% | +12.0% | +14.0% |
| 6M | -15.4% | -16.5% | +1.1% | -11.6% |
| YTD | -1.9% | -9.2% | +7.3% | +0.2% |
| 1Y | -12.7% | -26.5% | +13.8% | -6.1% |
| 3Y | -31.0% | +39.0% | -70.0% | -37.2% |
| 5Y | -46.1% | +40.4% | -86.5% | -51.5% |
| 10Y | +10.8% | +303.7% | -292.9% | -22.5% |
| All | +210.0% | +359.0% | -149.0% | +65.1% |
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