+320.5%
TMUS vs CAH
+635.8%
-315.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.9% | -3.2% |
| 7D | +0.1% | +5.4% | -5.3% | -1.9% |
| 30D | +5.3% | +3.3% | +1.9% | +3.9% |
| 3M | +3.1% | +22.8% | -19.7% | -4.9% |
| 6M | -16.5% | +11.3% | -27.7% | -20.3% |
| YTD | -9.2% | +21.1% | -30.3% | -16.7% |
| 1Y | -26.5% | +67.2% | -93.7% | -41.3% |
| 3Y | +39.0% | +195.6% | -156.6% | -14.1% |
| 5Y | +40.4% | +413.8% | -373.5% | -32.3% |
| 10Y | +303.7% | +309.6% | -5.9% | +93.1% |
| All | +320.5% | +635.8% | -315.3% | +34.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling