+141.4%
TMUS vs CARR
+421.5%
-280.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.4% | +1.5% | +2.8% |
| 7D | +0.4% | -3.8% | +4.2% | +0.8% |
| 30D | +3.5% | -8.9% | +12.4% | +4.4% |
| 3M | -1.3% | -17.3% | +16.0% | +0.2% |
| 6M | -13.6% | -1.4% | -12.2% | -14.3% |
| YTD | -8.8% | +10.0% | -18.7% | -10.7% |
| 1Y | -22.9% | -6.4% | -16.5% | -23.1% |
| 3Y | +36.7% | +1.5% | +35.2% | +32.6% |
| 5Y | +46.6% | +9.3% | +37.3% | +37.1% |
| All | +141.4% | +421.5% | -280.1% | +116.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling