+268.7%
TMUS vs CF
+1,760.5%
-1,491.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.4% | +7.5% | +4.1% |
| 7D | +7.5% | -6.9% | +14.4% | +9.2% |
| 30D | -3.3% | -3.7% | +0.4% | -2.5% |
| 3M | -9.7% | -5.0% | -4.7% | -8.9% |
| 6M | -17.2% | -10.5% | -6.7% | -15.8% |
| YTD | -20.3% | +46.5% | -66.9% | -28.7% |
| 1Y | -21.2% | +34.8% | -56.0% | -28.2% |
| 3Y | +13.5% | +46.7% | -33.2% | -1.2% |
| 5Y | +36.5% | +112.0% | -75.5% | +2.9% |
| 10Y | +239.2% | +529.7% | -290.5% | +72.5% |
| All | +268.7% | +1,760.5% | -1,491.8% | -12.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling