+53.6%
CSX vs TMUS
+37.3%
+16.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.2% | -2.5% |
| 7D | -2.7% | +9.0% | -11.7% | -4.3% |
| 30D | +7.0% | -3.2% | +10.2% | +7.3% |
| 3M | -0.3% | -6.9% | +6.6% | +0.5% |
| 6M | +13.5% | -16.4% | +30.0% | +16.3% |
| YTD | +41.5% | -19.6% | +61.1% | +45.7% |
| 1Y | +45.8% | -19.9% | +65.7% | +50.0% |
| 3Y | +74.4% | +14.5% | +59.9% | +57.0% |
| 5Y | +53.6% | +37.7% | +15.9% | +34.2% |
| All | +53.6% | +37.3% | +16.3% | +34.2% |
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