+305.7%
TMUS vs CAH
+297.3%
+8.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.3% |
| 7D | -5.8% | -5.1% | -0.7% | -4.6% |
| 30D | -0.2% | -1.8% | +1.5% | +0.2% |
| 3M | -4.0% | +9.4% | -13.3% | -6.2% |
| 6M | -18.1% | +9.2% | -27.4% | -20.2% |
| YTD | -11.3% | +15.7% | -27.0% | -15.2% |
| 1Y | -24.7% | +59.7% | -84.5% | -34.3% |
| 3Y | +35.4% | +178.5% | -143.1% | +0.1% |
| 5Y | +42.4% | +398.3% | -355.8% | -11.0% |
| All | +305.7% | +297.3% | +8.4% | +146.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling