+21.4%
TMUS vs CEG
+135.3%
-113.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.1% | -0.6% |
| 7D | +4.9% | +12.1% | -7.2% | +5.1% |
| 30D | +7.7% | +0.2% | +7.5% | +7.7% |
| 3M | -6.8% | +0.7% | -7.5% | -6.8% |
| 6M | -9.7% | +2.2% | -11.9% | -9.7% |
| YTD | -15.0% | -20.3% | +5.4% | -14.7% |
| 1Y | -19.1% | -16.1% | -3.0% | -18.9% |
| 3Y | +21.4% | +134.7% | -113.3% | +17.9% |
| All | +21.4% | +135.3% | -113.9% | +17.9% |
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