+320.5%
TMUS vs CB
+779.6%
-459.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.9% | -1.5% | -2.6% |
| 7D | +0.1% | +0.5% | -0.4% | -0.1% |
| 30D | +5.3% | -3.1% | +8.4% | +6.7% |
| 3M | +3.1% | +9.0% | -5.8% | -1.0% |
| 6M | -16.5% | +2.9% | -19.3% | -17.8% |
| YTD | -9.2% | +10.1% | -19.3% | -13.3% |
| 1Y | -26.5% | +22.8% | -49.3% | -33.3% |
| 3Y | +39.0% | +73.8% | -34.8% | +7.3% |
| 5Y | +40.4% | +99.2% | -58.8% | +0.3% |
| 10Y | +303.7% | +218.2% | +85.5% | +118.7% |
| All | +320.5% | +779.6% | -459.1% | +40.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling