-21.2%
TMUS vs CAH
+38.5%
-59.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.6% | -0.5% | +2.7% |
| 7D | +7.5% | +7.0% | +0.5% | +6.7% |
| 30D | -3.3% | +12.4% | -15.7% | -4.2% |
| 3M | -9.7% | +12.2% | -21.8% | -10.4% |
| 6M | -17.2% | +33.2% | -50.4% | -17.6% |
| YTD | -20.3% | +28.4% | -48.7% | -20.5% |
| 1Y | -21.2% | +35.0% | -56.3% | -21.8% |
| All | -21.2% | +38.5% | -59.7% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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