+291.7%
TMUS vs CAH
+725.8%
-434.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.1% |
| 7D | +9.5% | +9.4% | +0.1% | +5.8% |
| 30D | +13.8% | +16.5% | -2.7% | +7.4% |
| 3M | -4.6% | +17.0% | -21.5% | -10.2% |
| 6M | -11.7% | +51.4% | -63.1% | -25.0% |
| YTD | -15.4% | +36.0% | -51.3% | -25.8% |
| 1Y | -16.1% | +36.0% | -52.1% | -26.5% |
| 3Y | +20.5% | +177.5% | -157.0% | -23.1% |
| 5Y | +48.7% | +509.2% | -460.4% | -32.8% |
| 10Y | +240.8% | +408.1% | -167.3% | +48.4% |
| All | +291.7% | +725.8% | -434.2% | +19.9% |
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 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