+41.0%
TMUS vs CAG
-39.4%
+80.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.4% |
| 7D | +3.6% | +5.8% | -2.3% | +1.7% |
| 30D | -3.4% | +16.4% | -19.7% | -7.7% |
| 3M | -9.5% | +3.8% | -13.3% | -10.8% |
| 6M | -15.2% | +10.8% | -26.0% | -18.1% |
| YTD | -18.9% | -5.8% | -13.1% | -18.3% |
| 1Y | -17.7% | -2.4% | -15.3% | -17.9% |
| 3Y | +15.6% | -33.4% | +49.1% | +25.4% |
| All | +41.0% | -39.4% | +80.4% | +54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling