+21.4%
TMUS vs CARR
+10.4%
+11.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | +4.9% | +3.5% | +1.4% | +4.9% |
| 30D | +7.7% | +0.4% | +7.4% | +7.7% |
| 3M | -6.8% | -14.1% | +7.3% | -6.8% |
| 6M | -9.7% | -16.7% | +7.0% | -9.9% |
| YTD | -15.0% | +4.2% | -19.1% | -16.1% |
| 1Y | -19.1% | -0.2% | -18.9% | -20.0% |
| 3Y | +21.4% | +10.9% | +10.6% | +19.2% |
| All | +21.4% | +10.4% | +11.0% | +19.2% |
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