+125.6%
CVX vs TMUS
+38.7%
+86.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.0% | -0.3% |
| 7D | -9.7% | +3.6% | -13.3% | -10.3% |
| 30D | +3.6% | -3.4% | +7.0% | +3.9% |
| 3M | +13.3% | -9.5% | +22.8% | +14.8% |
| 6M | +16.9% | -15.2% | +32.1% | +19.3% |
| YTD | +43.4% | -18.9% | +62.3% | +47.2% |
| 1Y | +44.5% | -17.7% | +62.2% | +47.8% |
| 3Y | +64.0% | +15.6% | +48.3% | +54.9% |
| All | +125.6% | +38.7% | +86.9% | +112.1% |
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