+15.6%
TMUS vs CAPR
+214.7%
-199.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.7% | -3.8% | +0.9% |
| 7D | +3.6% | +41.1% | -37.5% | +3.6% |
| 30D | -3.4% | +11.1% | -14.5% | -3.3% |
| 3M | -9.5% | +115.3% | -124.8% | -9.3% |
| 6M | -15.2% | -73.8% | +58.6% | -15.4% |
| YTD | -18.9% | -68.8% | +49.9% | -19.0% |
| 1Y | -17.7% | +43.3% | -61.0% | -17.6% |
| 3Y | +15.6% | +214.7% | -199.0% | +14.3% |
| All | +15.6% | +214.7% | -199.0% | +14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling