+45.9%
CSCO vs TMUS
-20.4%
+66.3%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.1% | -2.5% | +1.2% |
| 7D | -6.1% | +7.5% | -13.5% | -4.7% |
| 30D | -8.2% | -3.3% | -4.8% | -8.1% |
| 3M | -14.6% | -9.7% | -4.9% | -15.3% |
| 6M | +12.7% | -17.2% | +29.9% | +11.0% |
| YTD | +37.0% | -20.3% | +57.3% | +34.4% |
| 1Y | +45.9% | -21.2% | +67.1% | +43.5% |
| All | +45.9% | -20.4% | +66.3% | +43.5% |
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