+0.9%
CMG vs TMUS
+51.7%
-50.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.8% | +0.2% | +1.5% |
| 7D | +4.1% | +8.2% | -4.1% | +2.0% |
| 30D | +20.5% | +13.4% | +7.2% | +16.5% |
| 3M | +14.5% | -3.0% | +17.5% | +15.0% |
| 6M | +14.8% | -8.8% | +23.6% | +16.4% |
| YTD | -1.0% | -13.8% | +12.9% | +1.3% |
| 1Y | +22.9% | -17.1% | +40.0% | +27.4% |
| 3Y | -13.6% | +22.7% | -36.3% | -28.9% |
| 5Y | +0.9% | +52.8% | -52.0% | -27.3% |
| All | +0.9% | +51.7% | -50.8% | -27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling