+41.9%
CVS vs TMUS
+304.7%
-262.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | 0.0% |
| 7D | -1.9% | -5.3% | +3.4% | -0.3% |
| 30D | -0.3% | +0.1% | -0.4% | -0.4% |
| 3M | -1.1% | -0.6% | -0.5% | -1.6% |
| 6M | +23.7% | -17.5% | +41.3% | +30.2% |
| YTD | +23.0% | -11.3% | +34.2% | +26.1% |
| 1Y | +37.2% | -25.4% | +62.5% | +48.4% |
| 3Y | +62.4% | +35.5% | +26.9% | +41.1% |
| 5Y | +31.8% | +41.9% | -10.1% | +11.3% |
| 10Y | +41.9% | +317.8% | -275.9% | -13.1% |
| All | +41.9% | +304.7% | -262.8% | -13.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling