+12.4%
CMG vs TMUS
-18.1%
+30.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | +2.5% | +4.9% | -2.4% | +2.1% |
| 30D | +15.6% | +7.7% | +7.9% | +14.8% |
| 3M | +8.2% | -6.8% | +15.0% | +7.5% |
| 6M | +9.9% | -9.7% | +19.6% | +8.9% |
| YTD | -4.6% | -15.0% | +10.3% | -6.2% |
| 1Y | +12.4% | -19.1% | +31.6% | +12.7% |
| All | +12.4% | -18.1% | +30.6% | +12.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling