+113.3%
CSCO vs TMUS
+40.3%
+73.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.5% | +4.0% | +1.1% |
| 7D | -0.7% | +0.1% | -0.7% | -0.7% |
| 30D | -10.1% | +5.3% | -15.4% | -11.0% |
| 3M | -15.7% | +3.1% | -18.8% | -16.7% |
| 6M | +36.3% | -16.5% | +52.7% | +40.6% |
| YTD | +43.8% | -9.2% | +53.0% | +45.1% |
| 1Y | +63.9% | -26.5% | +90.4% | +74.9% |
| 3Y | +104.4% | +39.0% | +65.3% | +76.2% |
| All | +113.3% | +40.3% | +73.0% | +86.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling