+15.6%
TMUS vs CEG
+114.1%
-98.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.3% | -3.4% | +1.0% |
| 7D | +3.6% | -4.7% | +8.3% | +3.5% |
| 30D | -3.4% | -16.6% | +13.2% | -3.5% |
| 3M | -9.5% | -4.1% | -5.3% | -9.6% |
| 6M | -15.2% | -22.3% | +7.1% | -15.2% |
| YTD | -18.9% | -28.9% | +10.0% | -18.8% |
| 1Y | -17.7% | -28.5% | +10.8% | -17.6% |
| 3Y | +15.6% | +104.3% | -88.6% | +11.2% |
| All | +15.6% | +114.1% | -98.5% | +11.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling