+484.7%
CVX vs TMUS
+326.6%
+158.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.1% | -5.0% | -1.8% |
| 7D | -7.5% | +5.3% | -12.8% | -8.6% |
| 30D | -0.6% | +13.5% | -14.1% | -3.5% |
| 3M | +14.0% | -4.2% | +18.2% | +14.3% |
| 6M | +18.1% | -11.9% | +30.0% | +20.2% |
| YTD | +42.2% | -15.6% | +57.7% | +45.7% |
| 1Y | +41.3% | -16.8% | +58.1% | +45.2% |
| 3Y | +68.3% | +20.8% | +47.6% | +57.3% |
| 5Y | +122.0% | +48.0% | +74.0% | +96.2% |
| 10Y | +198.6% | +234.7% | -36.2% | +119.9% |
| All | +484.7% | +326.6% | +158.1% | +232.9% |
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 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