+234.7%
TMUS vs CF
+546.3%
-311.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.1% | +4.2% | +4.1% |
| 7D | +5.3% | -0.9% | +6.2% | +5.4% |
| 30D | +13.5% | +6.9% | +6.6% | +12.4% |
| 3M | -4.2% | +4.8% | -9.1% | -5.1% |
| 6M | -11.9% | +4.7% | -16.6% | -12.9% |
| YTD | -15.6% | +56.5% | -72.1% | -22.0% |
| 1Y | -16.8% | +48.4% | -65.2% | -22.6% |
| 3Y | +20.8% | +59.1% | -38.4% | +9.1% |
| 5Y | +48.0% | +109.5% | -61.5% | +22.1% |
| 10Y | +234.7% | +487.0% | -252.2% | +125.3% |
| All | +234.7% | +546.3% | -311.5% | +125.3% |
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