+489.8%
CVX vs TMUS
+309.7%
+180.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.0% | -0.3% |
| 7D | -9.7% | +3.6% | -13.3% | -10.5% |
| 30D | +3.6% | -3.4% | +7.0% | +3.9% |
| 3M | +13.3% | -9.5% | +22.8% | +15.1% |
| 6M | +16.9% | -15.2% | +32.1% | +19.9% |
| YTD | +43.4% | -18.9% | +62.3% | +48.3% |
| 1Y | +44.5% | -17.7% | +62.2% | +48.8% |
| 3Y | +64.0% | +15.6% | +48.3% | +54.7% |
| 5Y | +126.4% | +38.9% | +87.5% | +102.9% |
| 10Y | +209.4% | +245.3% | -35.9% | +126.7% |
| All | +489.8% | +309.7% | +180.1% | +238.8% |
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