+34.6%
CSCO vs TMUS
-18.2%
+52.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.8% | -1.8% |
| 7D | -10.2% | +3.6% | -13.8% | -9.5% |
| 30D | -20.1% | -3.4% | -16.7% | -19.9% |
| 3M | -22.1% | -9.5% | -12.6% | -22.6% |
| 6M | +3.2% | -15.2% | +18.4% | +2.0% |
| YTD | +24.1% | -18.9% | +43.0% | +22.0% |
| 1Y | +34.6% | -17.7% | +52.3% | +31.9% |
| All | +34.6% | -18.2% | +52.7% | +31.9% |
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