+221.9%
CVX vs TMUS
+304.7%
-82.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.3% | +2.6% |
| 7D | +1.0% | -5.3% | +6.3% | +2.6% |
| 30D | +10.7% | +0.1% | +10.6% | +10.5% |
| 3M | +15.5% | -0.6% | +16.1% | +14.9% |
| 6M | +14.9% | -17.5% | +32.4% | +20.9% |
| YTD | +44.2% | -11.3% | +55.5% | +48.0% |
| 1Y | +43.5% | -25.4% | +68.9% | +55.2% |
| 3Y | +45.0% | +35.5% | +9.4% | +25.2% |
| 5Y | +172.2% | +41.9% | +130.3% | +126.9% |
| 10Y | +221.9% | +317.8% | -95.9% | +100.2% |
| All | +221.9% | +304.7% | -82.8% | +100.2% |
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