+125.0%
TMUS vs CARR
+394.0%
-269.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | +4.9% | +3.5% | +1.4% | +4.6% |
| 30D | +7.7% | +0.4% | +7.4% | +7.6% |
| 3M | -6.8% | -14.1% | +7.3% | -5.5% |
| 6M | -9.7% | -16.7% | +7.0% | -8.6% |
| YTD | -15.0% | +4.2% | -19.1% | -16.4% |
| 1Y | -19.1% | -0.2% | -18.9% | -20.1% |
| 3Y | +21.4% | +10.9% | +10.6% | +16.1% |
| 5Y | +51.2% | +3.9% | +47.3% | +42.1% |
| All | +125.0% | +394.0% | -269.0% | +103.1% |
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