+325.9%
CMG vs TMUS
+244.6%
+81.3%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | +2.5% | +4.9% | -2.4% | +0.9% |
| 30D | +15.6% | +7.7% | +7.9% | +12.6% |
| 3M | +8.2% | -6.8% | +15.0% | +10.2% |
| 6M | +9.9% | -9.7% | +19.6% | +12.1% |
| YTD | -4.6% | -15.0% | +10.3% | -1.5% |
| 1Y | +12.4% | -19.1% | +31.6% | +18.3% |
| 3Y | -18.0% | +21.4% | -39.4% | -29.3% |
| 5Y | -5.3% | +51.2% | -56.5% | -26.4% |
| All | +325.9% | +244.6% | +81.3% | +177.2% |
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 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