+65.5%
CSCO vs TMUS
-23.5%
+89.0%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -0.5% | -0.3% | -0.3% | -0.5% |
| 30D | -10.1% | +3.1% | -13.2% | -9.5% |
| 3M | -11.7% | +2.4% | -14.2% | -11.0% |
| 6M | +40.1% | -17.1% | +57.2% | +36.4% |
| YTD | +43.8% | -9.1% | +52.9% | +42.9% |
| All | +65.5% | -23.5% | +89.0% | +63.8% |
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