+14.6%
TMUS vs CB
+74.6%
-60.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.2% |
| 7D | +9.0% | +2.6% | +6.4% | +7.9% |
| 30D | -3.2% | +11.2% | -14.4% | -7.1% |
| 3M | -6.9% | +5.7% | -12.6% | -8.9% |
| 6M | -16.4% | +15.9% | -32.3% | -21.3% |
| YTD | -19.6% | +20.2% | -39.8% | -25.5% |
| 1Y | -19.9% | +32.4% | -52.3% | -28.6% |
| All | +14.6% | +74.6% | -60.0% | -3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling