+140.3%
TMUS vs CARR
+441.9%
-301.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.1% | -4.5% | -3.6% |
| 7D | +0.1% | +1.6% | -1.5% | -0.1% |
| 30D | +5.3% | -8.7% | +14.0% | +6.1% |
| 3M | +3.1% | -12.6% | +15.7% | +4.1% |
| 6M | -16.5% | -1.5% | -14.9% | -17.0% |
| YTD | -9.2% | +14.3% | -23.5% | -11.4% |
| 1Y | -26.5% | -4.6% | -21.9% | -26.8% |
| 3Y | +39.0% | +7.3% | +31.7% | +34.1% |
| 5Y | +40.4% | +11.6% | +28.7% | +31.0% |
| All | +140.3% | +441.9% | -301.6% | +115.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling