+309.1%
TMUS vs CAG
-36.5%
+345.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.4% |
| 7D | -0.3% | -5.3% | +5.0% | +1.0% |
| 30D | +3.1% | +1.0% | +2.1% | +2.8% |
| 3M | +2.4% | +17.4% | -15.0% | -1.4% |
| 6M | -17.1% | -16.8% | -0.3% | -13.9% |
| YTD | -9.1% | -6.8% | -2.3% | -8.0% |
| 1Y | -23.6% | -15.4% | -8.2% | -21.2% |
| 3Y | +38.8% | -37.1% | +75.9% | +51.3% |
| 5Y | +43.0% | -41.3% | +84.2% | +57.6% |
| 10Y | +309.1% | -35.5% | +344.6% | +318.9% |
| All | +309.1% | -36.5% | +345.6% | +318.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 10y: compounded portfolio wealth divided by compounded CAG 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…
10y analysis · Full analysis span regression · 6 months rolling