+31.5%
CVS vs TMUS
+41.9%
-10.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -1.6% | -0.3% | -1.3% | -1.5% |
| 30D | +0.4% | +3.1% | -2.7% | -0.4% |
| 3M | -0.4% | +2.4% | -2.8% | -1.6% |
| 6M | +25.1% | -17.1% | +42.2% | +30.6% |
| YTD | +23.9% | -9.1% | +33.0% | +25.7% |
| 1Y | +41.1% | -23.6% | +64.7% | +50.2% |
| 3Y | +63.6% | +38.8% | +24.8% | +40.6% |
| 5Y | +31.5% | +43.0% | -11.4% | +9.9% |
| All | +31.5% | +41.9% | -10.4% | +9.9% |
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