-7.1%
CMG vs TMUS
-22.5%
+15.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.7% | +0.2% |
| 7D | -2.1% | +0.4% | -2.5% | -2.1% |
| 30D | +10.9% | +3.5% | +7.4% | +11.0% |
| 3M | +15.8% | -1.3% | +17.2% | +15.9% |
| 6M | +6.9% | -13.6% | +20.6% | +7.0% |
| YTD | -2.2% | -8.8% | +6.6% | -2.7% |
| 1Y | -7.1% | -22.9% | +15.8% | -7.9% |
| All | -7.1% | -22.5% | +15.4% | -7.9% |
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