+42.4%
TMUS vs CARR
+6.4%
+36.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.1% |
| 7D | -5.8% | -4.1% | -1.6% | -5.4% |
| 30D | -0.2% | -11.0% | +10.7% | +1.0% |
| 3M | -4.0% | -16.4% | +12.4% | -2.5% |
| 6M | -18.1% | -2.4% | -15.7% | -19.0% |
| YTD | -11.3% | +8.4% | -19.8% | -13.7% |
| 1Y | -24.7% | -8.0% | -16.8% | -25.0% |
| 3Y | +35.4% | +0.6% | +34.8% | +28.7% |
| 5Y | +42.4% | +7.7% | +34.7% | +27.7% |
| All | +42.4% | +6.4% | +36.1% | +27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling