+238.4%
TMUS vs CF
+561.7%
-323.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.8% |
| 7D | +3.6% | -3.2% | +6.7% | +4.0% |
| 30D | -3.4% | +4.3% | -7.7% | -4.0% |
| 3M | -9.5% | +2.8% | -12.3% | -10.0% |
| 6M | -15.2% | +0.6% | -15.8% | -15.7% |
| YTD | -18.9% | +56.6% | -75.6% | -25.2% |
| 1Y | -17.7% | +49.6% | -67.3% | -23.6% |
| 3Y | +15.6% | +61.5% | -45.8% | +4.1% |
| 5Y | +38.9% | +124.0% | -85.1% | +12.6% |
| All | +238.4% | +561.7% | -323.3% | +116.5% |
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