+478.7%
CVX vs TMUS
+359.0%
+119.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.5% | +2.2% | -0.5% |
| 7D | +3.3% | +0.1% | +3.3% | +3.3% |
| 30D | +12.9% | +5.3% | +7.6% | +11.6% |
| 3M | +11.7% | +3.1% | +8.6% | +10.5% |
| 6M | +14.1% | -16.5% | +30.6% | +18.1% |
| YTD | +40.7% | -9.2% | +49.8% | +42.7% |
| 1Y | +37.5% | -26.5% | +64.0% | +45.9% |
| 3Y | +43.9% | +39.0% | +4.9% | +31.1% |
| 5Y | +161.5% | +40.4% | +121.1% | +135.0% |
| 10Y | +215.1% | +303.7% | -88.6% | +124.3% |
| All | +478.7% | +359.0% | +119.7% | +226.2% |
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 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