+321.2%
CMG vs TMUS
+318.7%
+2.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -3.8% | -5.8% | +1.9% | -1.9% |
| 30D | +12.9% | -0.2% | +13.1% | +12.9% |
| 3M | +18.8% | -4.0% | +22.7% | +19.3% |
| 6M | +4.1% | -18.1% | +22.2% | +10.2% |
| YTD | -2.4% | -11.3% | +9.0% | -0.1% |
| 1Y | -6.7% | -24.7% | +18.1% | +1.4% |
| 3Y | -7.1% | +35.4% | -42.5% | -22.5% |
| 5Y | -5.0% | +42.4% | -47.4% | -23.3% |
| All | +321.2% | +318.7% | +2.5% | +156.7% |
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