+234.7%
TMUS vs CAPR
-64.9%
+299.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +9.4% | -5.3% | +4.1% |
| 7D | +5.3% | +36.0% | -30.7% | +5.1% |
| 30D | +13.5% | +25.8% | -12.2% | +13.3% |
| 3M | -4.2% | +140.8% | -145.1% | -5.1% |
| 6M | -11.9% | -67.6% | +55.7% | -11.7% |
| YTD | -15.6% | -65.9% | +50.3% | -15.5% |
| 1Y | -16.8% | +66.1% | -82.9% | -19.5% |
| 3Y | +20.8% | +256.9% | -236.1% | +13.0% |
| 5Y | +48.0% | +172.1% | -124.1% | +37.7% |
| 10Y | +234.7% | -64.7% | +299.4% | +200.9% |
| All | +234.7% | -64.9% | +299.7% | +200.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling