-17.1%
TMUS vs CAH
+36.6%
-53.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.8% |
| 7D | +8.2% | +5.9% | +2.2% | +7.4% |
| 30D | +13.4% | +16.5% | -3.2% | +11.8% |
| 3M | -3.0% | +15.7% | -18.8% | -4.4% |
| 6M | -8.8% | +52.7% | -61.5% | -9.5% |
| YTD | -13.8% | +36.3% | -50.1% | -13.9% |
| 1Y | -17.1% | +36.7% | -53.8% | -16.9% |
| All | -17.1% | +36.6% | -53.7% | -16.9% |
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