-5.7%
CMG vs TMUS
+42.2%
-47.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.4% | -0.1% | -1.9% |
| 7D | -6.5% | -5.3% | -1.1% | -5.2% |
| 30D | +12.1% | +0.1% | +12.0% | +12.0% |
| 3M | +20.6% | -0.6% | +21.2% | +19.8% |
| 6M | +2.1% | -17.5% | +19.6% | +7.0% |
| YTD | -2.6% | -11.3% | +8.6% | -0.8% |
| 1Y | -8.7% | -25.4% | +16.7% | -1.4% |
| 3Y | -7.4% | +35.5% | -42.9% | -25.8% |
| 5Y | -5.7% | +41.9% | -47.6% | -26.7% |
| All | -5.7% | +42.2% | -47.8% | -26.7% |
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 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