+270.7%
CVS vs TMUS
+309.7%
-38.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.9% | +2.2% | +2.9% |
| 7D | -7.1% | +3.6% | -10.7% | -7.8% |
| 30D | -4.0% | -3.4% | -0.6% | -3.8% |
| 3M | -12.2% | -9.5% | -2.8% | -11.1% |
| 6M | -2.2% | -15.2% | +13.0% | -0.1% |
| YTD | +8.9% | -18.9% | +27.8% | +11.9% |
| 1Y | +9.9% | -17.7% | +27.6% | +12.6% |
| 3Y | +32.1% | +15.6% | +16.4% | +26.4% |
| 5Y | +5.7% | +38.9% | -33.2% | -2.5% |
| 10Y | +39.0% | +245.3% | -206.3% | +9.8% |
| All | +270.7% | +309.7% | -38.9% | +137.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling