+61.2%
CVS vs TMUS
+246.8%
-185.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | +10.4% | +6.5% | +3.9% | +8.4% |
| 30D | +3.3% | +11.3% | -8.0% | -0.3% |
| 3M | -4.5% | -2.9% | -1.6% | -4.4% |
| 6M | -4.4% | -10.5% | +6.2% | -2.5% |
| YTD | +16.6% | -14.4% | +31.0% | +20.1% |
| 1Y | +15.3% | -17.9% | +33.2% | +20.3% |
| 3Y | +48.6% | +21.9% | +26.7% | +32.4% |
| 5Y | +12.9% | +52.1% | -39.2% | -8.0% |
| All | +61.2% | +246.8% | -185.6% | +4.4% |
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 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