+52.8%
TMUS vs CAPR
+219.7%
-166.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +26.5% | -24.7% | +1.8% |
| 7D | +8.2% | +25.8% | -17.6% | +8.1% |
| 30D | +13.4% | +50.2% | -36.8% | +13.3% |
| 3M | -3.0% | +185.5% | -188.5% | -3.2% |
| 6M | -8.8% | -64.8% | +56.0% | -8.8% |
| YTD | -13.8% | -61.1% | +47.3% | -13.9% |
| 1Y | -17.1% | +81.0% | -98.0% | -17.9% |
| 3Y | +22.7% | +300.7% | -278.0% | +13.5% |
| 5Y | +52.8% | +223.3% | -170.5% | +35.5% |
| All | +52.8% | +219.7% | -166.8% | +35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling