+65.4%
CVS vs TMUS
+41.6%
+23.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | +0.1% |
| 7D | +4.0% | +0.1% | +3.9% | +3.9% |
| 30D | -2.4% | +5.3% | -7.7% | -3.4% |
| 3M | +2.7% | +3.1% | -0.5% | +1.6% |
| 6M | +21.9% | -16.5% | +38.3% | +25.5% |
| YTD | +24.7% | -9.2% | +33.9% | +25.9% |
| 1Y | +35.4% | -26.5% | +61.9% | +42.7% |
| All | +65.4% | +41.6% | +23.8% | +41.0% |
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