+67.8%
CSX vs TMUS
+40.3%
+27.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.5% | +4.3% | +1.5% |
| 7D | -3.4% | +0.1% | -3.5% | -3.4% |
| 30D | -3.1% | +5.3% | -8.3% | -4.1% |
| 3M | +7.2% | +3.1% | +4.0% | +5.7% |
| 6M | +16.2% | -16.5% | +32.6% | +20.0% |
| YTD | +37.5% | -9.2% | +46.7% | +38.9% |
| 1Y | +53.2% | -26.5% | +79.7% | +63.3% |
| 3Y | +68.2% | +39.0% | +29.2% | +47.0% |
| All | +67.8% | +40.3% | +27.5% | +42.7% |
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