+162.6%
CVX vs TMUS
+40.3%
+122.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.5% | +2.2% | -0.7% |
| 7D | +3.3% | +0.1% | +3.3% | +3.3% |
| 30D | +12.9% | +5.3% | +7.6% | +11.9% |
| 3M | +11.7% | +3.1% | +8.6% | +10.7% |
| 6M | +14.1% | -16.5% | +30.6% | +17.2% |
| YTD | +40.7% | -9.2% | +49.8% | +42.2% |
| 1Y | +37.5% | -26.5% | +64.0% | +44.0% |
| 3Y | +43.9% | +39.0% | +4.9% | +32.3% |
| All | +162.6% | +40.3% | +122.3% | +148.9% |
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