+272.0%
TMUS vs CB
+859.8%
-587.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.5% |
| 3M | -6.9% | +5.7% | -12.6% | -9.0% |
| 6M | -16.4% | +15.9% | -32.3% | -21.8% |
| YTD | -19.6% | +20.2% | -39.8% | -26.1% |
| 1Y | -19.9% | +32.4% | -52.3% | -29.5% |
| 3Y | +14.5% | +75.5% | -61.0% | -11.8% |
| 5Y | +37.7% | +105.5% | -67.8% | -2.6% |
| 10Y | +242.2% | +258.5% | -16.3% | +76.0% |
| All | +272.0% | +859.8% | -587.8% | +19.7% |
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 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