+43.0%
TMUS vs CAG
-40.6%
+83.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.5% |
| 7D | -0.3% | -5.3% | +5.0% | +1.4% |
| 30D | +3.1% | +1.0% | +2.1% | +2.7% |
| 3M | +2.4% | +17.4% | -15.0% | -2.5% |
| 6M | -17.1% | -16.8% | -0.3% | -13.3% |
| YTD | -9.1% | -6.8% | -2.3% | -7.9% |
| 1Y | -23.6% | -15.4% | -8.2% | -20.7% |
| 3Y | +38.8% | -37.1% | +75.9% | +54.0% |
| 5Y | +43.0% | -41.3% | +84.2% | +59.6% |
| All | +43.0% | -40.6% | +83.6% | +59.6% |
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