+324.6%
CMG vs TMUS
+246.8%
+77.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.4% | -3.8% |
| 7D | -0.6% | +6.5% | -7.2% | -2.7% |
| 30D | +15.9% | +11.3% | +4.6% | +11.7% |
| 3M | +7.8% | -2.9% | +10.6% | +8.2% |
| 6M | +7.7% | -10.5% | +18.2% | +10.2% |
| YTD | -4.9% | -14.4% | +9.5% | -2.0% |
| 1Y | +12.3% | -17.9% | +30.2% | +17.5% |
| 3Y | -17.1% | +21.9% | -38.9% | -28.6% |
| 5Y | -5.6% | +52.1% | -57.7% | -26.8% |
| All | +324.6% | +246.8% | +77.8% | +175.7% |
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