+71.8%
TMUS vs CEG
+651.0%
-579.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.6% | -0.8% | +1.7% |
| 7D | +8.2% | +11.8% | -3.6% | +7.8% |
| 30D | +13.4% | -6.5% | +19.9% | +13.5% |
| 3M | -3.0% | -1.2% | -1.9% | -3.2% |
| 6M | -8.8% | -8.0% | -0.7% | -8.7% |
| YTD | -13.8% | -21.9% | +8.0% | -13.2% |
| 1Y | -17.1% | -21.4% | +4.4% | -16.5% |
| 3Y | +22.7% | +130.0% | -107.3% | +4.7% |
| All | +71.8% | +651.0% | -579.2% | +32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 CEG 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