-17.1%
TMUS vs CB
+29.2%
-46.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.7% |
| 7D | +8.2% | -1.0% | +9.2% | +8.7% |
| 30D | +13.4% | +7.3% | +6.0% | +10.0% |
| 3M | -3.0% | +7.0% | -10.1% | -5.7% |
| 6M | -8.8% | +16.3% | -25.1% | -14.3% |
| YTD | -13.8% | +19.7% | -33.6% | -21.2% |
| 1Y | -17.1% | +27.8% | -44.9% | -25.4% |
| All | -17.1% | +29.2% | -46.3% | -25.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling