-19.1%
TMUS vs CAG
-9.3%
-9.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.9% | -1.2% |
| 7D | +4.9% | -3.3% | +8.2% | +6.4% |
| 30D | +7.7% | +7.7% | 0.0% | +4.4% |
| 3M | -6.8% | -3.2% | -3.6% | -6.1% |
| 6M | -9.7% | +7.0% | -16.6% | -12.9% |
| YTD | -15.0% | -9.0% | -6.0% | -13.7% |
| 1Y | -19.1% | -9.6% | -9.5% | -17.8% |
| All | -19.1% | -9.3% | -9.8% | -17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling