+324.7%
CVS vs TMUS
+359.0%
-34.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.7% |
| 6M | +21.9% | -16.5% | +38.3% | +25.3% |
| YTD | +24.7% | -9.2% | +33.9% | +26.2% |
| 1Y | +35.4% | -26.5% | +61.9% | +42.2% |
| 3Y | +65.2% | +39.0% | +26.2% | +53.6% |
| 5Y | +30.5% | +40.4% | -9.8% | +20.5% |
| 10Y | +40.4% | +303.7% | -263.3% | +8.3% |
| All | +324.7% | +359.0% | -34.3% | +167.7% |
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