+330.5%
CSCO vs TMUS
+248.1%
+82.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.8% | +0.8% | +2.1% |
| 7D | -2.8% | +8.2% | -10.9% | -4.9% |
| 30D | -12.6% | +13.4% | -26.0% | -16.1% |
| 3M | -16.0% | -3.0% | -13.0% | -16.2% |
| 6M | +2.8% | -8.8% | +11.6% | +3.7% |
| YTD | +33.2% | -13.8% | +47.1% | +35.9% |
| 1Y | +43.1% | -17.1% | +60.2% | +47.9% |
| 3Y | +106.7% | +22.7% | +84.0% | +77.1% |
| 5Y | +103.6% | +52.8% | +50.7% | +55.9% |
| 10Y | +330.5% | +244.6% | +85.9% | +137.6% |
| All | +330.5% | +248.1% | +82.4% | +137.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling