+73.5%
CSX vs TMUS
+20.7%
+52.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | +0.7% | +9.5% | -8.8% | -0.2% |
| 30D | +8.1% | +13.8% | -5.7% | +6.7% |
| 3M | +2.2% | -4.6% | +6.8% | +2.3% |
| 6M | +14.6% | -11.7% | +26.3% | +15.3% |
| YTD | +42.2% | -15.4% | +57.6% | +43.4% |
| 1Y | +47.3% | -16.1% | +63.4% | +48.7% |
| 3Y | +73.5% | +20.5% | +53.1% | +52.4% |
| All | +73.5% | +20.7% | +52.8% | +52.4% |
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