+320.5%
TMUS vs CAPR
-99.1%
+419.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.3% | -4.8% | -3.5% |
| 7D | +0.1% | -2.0% | +2.1% | +0.1% |
| 30D | +5.3% | +139.2% | -133.9% | +4.5% |
| 3M | +3.1% | -66.4% | +69.5% | +3.4% |
| 6M | -16.5% | -63.1% | +46.7% | -16.4% |
| YTD | -9.2% | -67.4% | +58.3% | -9.0% |
| 1Y | -26.5% | +58.2% | -84.7% | -28.3% |
| 3Y | +39.0% | +42.2% | -3.2% | +33.9% |
| 5Y | +40.4% | +87.3% | -46.9% | +34.2% |
| 10Y | +303.7% | -75.3% | +379.0% | +276.3% |
| All | +320.5% | -99.1% | +419.5% | +316.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling