+33.0%
TMUS vs CARR
+2.2%
+30.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.0% | -0.4% | -2.4% |
| 7D | -5.3% | +0.6% | -6.0% | -5.3% |
| 30D | +0.1% | -8.7% | +8.7% | +0.2% |
| 3M | -0.6% | -18.4% | +17.8% | -0.4% |
| 6M | -17.5% | -0.6% | -16.9% | -18.2% |
| YTD | -11.3% | +10.9% | -22.2% | -12.6% |
| 1Y | -25.4% | -7.3% | -18.1% | -25.7% |
| All | +33.0% | +2.2% | +30.8% | +29.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling