+238.4%
TMUS vs CB
+248.0%
-9.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +1.5% |
| 7D | +3.6% | +0.2% | +3.3% | +3.5% |
| 30D | -3.4% | +9.1% | -12.4% | -6.3% |
| 3M | -9.5% | +3.4% | -12.9% | -10.5% |
| 6M | -15.2% | +14.1% | -29.3% | -19.3% |
| YTD | -18.9% | +18.0% | -36.9% | -23.9% |
| 1Y | -17.7% | +30.1% | -47.8% | -25.5% |
| 3Y | +15.6% | +71.8% | -56.1% | -5.8% |
| 5Y | +38.9% | +101.8% | -62.9% | +5.6% |
| All | +238.4% | +248.0% | -9.6% | +116.0% |
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