+320.5%
TMUS vs CAG
+60.7%
+259.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.6% | -3.1% |
| 7D | +0.1% | -3.8% | +3.9% | +1.4% |
| 30D | +5.3% | +3.1% | +2.1% | +4.0% |
| 3M | +3.1% | +23.5% | -20.3% | -4.4% |
| 6M | -16.5% | -14.8% | -1.6% | -12.1% |
| YTD | -9.2% | -5.4% | -3.7% | -8.0% |
| 1Y | -26.5% | -11.8% | -14.7% | -24.0% |
| 3Y | +39.0% | -36.7% | +75.7% | +58.7% |
| 5Y | +40.4% | -40.3% | +80.6% | +61.8% |
| 10Y | +303.7% | -37.0% | +340.7% | +321.6% |
| All | +320.5% | +60.7% | +259.7% | +121.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling