+498.6%
CSCO vs TMUS
+332.5%
+166.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.4% |
| 7D | +6.6% | +6.5% | +0.1% | +5.1% |
| 30D | -11.3% | +11.3% | -22.6% | -13.8% |
| 3M | -17.3% | -2.9% | -14.4% | -17.6% |
| 6M | +3.5% | -10.5% | +14.1% | +4.5% |
| YTD | +34.9% | -14.4% | +49.3% | +36.9% |
| 1Y | +40.5% | -17.9% | +58.4% | +43.9% |
| 3Y | +109.3% | +21.9% | +87.4% | +92.5% |
| 5Y | +105.9% | +52.1% | +53.7% | +77.9% |
| 10Y | +335.8% | +242.4% | +93.5% | +209.9% |
| All | +498.6% | +332.5% | +166.2% | +256.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling