+194.1%
CMCSA vs TMUS
+327.5%
-133.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | +4.6% | +9.5% | -4.9% | +2.1% |
| 30D | +19.8% | +13.8% | +6.0% | +15.7% |
| 3M | -0.3% | -4.6% | +4.3% | +0.6% |
| 6M | +0.3% | -11.7% | +12.0% | +3.0% |
| YTD | -6.9% | -15.4% | +8.5% | -3.5% |
| 1Y | +2.6% | -16.1% | +18.7% | +6.5% |
| 3Y | -29.0% | +20.5% | -49.5% | -33.2% |
| 5Y | -42.0% | +48.7% | -90.7% | -48.6% |
| 10Y | +6.4% | +240.8% | -234.4% | -22.7% |
| All | +194.1% | +327.5% | -133.4% | +59.0% |
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