+234.7%
TMUS vs CB
+246.2%
-11.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.4% | +4.6% | +4.3% |
| 7D | +5.3% | -1.5% | +6.8% | +5.9% |
| 30D | +13.5% | +6.5% | +7.0% | +11.0% |
| 3M | -4.2% | +4.1% | -8.3% | -5.5% |
| 6M | -11.9% | +14.4% | -26.3% | -16.3% |
| YTD | -15.6% | +17.5% | -33.1% | -20.6% |
| 1Y | -16.8% | +27.5% | -44.3% | -24.1% |
| 3Y | +20.8% | +71.6% | -50.8% | -1.5% |
| 5Y | +48.0% | +100.6% | -52.6% | +12.9% |
| 10Y | +234.7% | +243.0% | -8.3% | +111.7% |
| All | +234.7% | +246.2% | -11.5% | +111.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 10y: compounded portfolio wealth divided by compounded CB 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…
10y analysis · Full analysis span regression · 6 months rolling