-21.2%
TMUS vs CARR
-1.4%
-19.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.5% | +2.6% | +3.1% |
| 7D | +7.5% | -0.7% | +8.1% | +7.4% |
| 30D | -3.3% | +0.3% | -3.6% | -3.3% |
| 3M | -9.7% | -14.9% | +5.2% | -10.8% |
| 6M | -17.2% | -14.9% | -2.4% | -18.5% |
| YTD | -20.3% | +7.0% | -27.3% | -22.7% |
| 1Y | -21.2% | -1.8% | -19.5% | -23.0% |
| All | -21.2% | -1.4% | -19.8% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 1y: compounded portfolio wealth divided by compounded CARR 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…
1y analysis · Full analysis span regression · 6 months rolling