+235.4%
TMUS vs CF
+557.2%
-321.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.2% | -5.3% | 0.0% |
| 7D | +9.0% | +0.4% | +8.6% | +8.9% |
| 30D | -3.2% | +2.2% | -5.4% | -3.5% |
| 3M | -6.9% | +2.1% | -9.0% | -7.4% |
| 6M | -16.4% | -6.5% | -9.9% | -16.0% |
| YTD | -19.6% | +55.6% | -75.2% | -25.8% |
| 1Y | -19.9% | +42.3% | -62.2% | -25.1% |
| 3Y | +14.5% | +55.7% | -41.2% | +3.7% |
| 5Y | +37.7% | +122.4% | -84.7% | +11.8% |
| All | +235.4% | +557.2% | -321.7% | +114.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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