+89.3%
CSCO vs TMUS
+15.4%
+73.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.8% | -1.9% |
| 7D | -10.2% | +3.6% | -13.8% | -10.1% |
| 30D | -20.1% | -3.4% | -16.7% | -19.9% |
| 3M | -22.4% | -9.5% | -12.9% | -22.1% |
| 6M | +2.8% | -15.2% | +18.0% | +3.5% |
| YTD | +23.6% | -18.9% | +42.5% | +24.8% |
| 1Y | +34.0% | -17.7% | +51.7% | +34.8% |
| 3Y | +89.3% | +15.6% | +73.6% | +65.7% |
| All | +89.3% | +15.4% | +73.8% | +65.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling