+41.5%
CSX vs TMUS
-18.2%
+59.7%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.9% | -4.2% | -3.4% |
| 7D | -5.5% | +3.6% | -9.1% | -5.6% |
| 30D | +4.9% | -3.4% | +8.3% | +4.7% |
| 3M | -2.9% | -9.5% | +6.6% | -3.3% |
| 6M | +8.3% | -15.2% | +23.5% | +7.3% |
| YTD | +36.7% | -18.9% | +55.7% | +33.5% |
| 1Y | +41.5% | -17.7% | +59.2% | +38.6% |
| All | +41.5% | -18.2% | +59.7% | +38.6% |
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