+320.5%
TMUS vs CF
+2,121.5%
-1,801.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.2% | -0.2% | -2.7% |
| 7D | +0.1% | +6.0% | -5.9% | -1.2% |
| 30D | +5.3% | +14.8% | -9.6% | +1.8% |
| 3M | +3.1% | +14.1% | -10.9% | -0.3% |
| 6M | -16.5% | +28.5% | -45.0% | -22.4% |
| YTD | -9.2% | +74.9% | -84.1% | -21.7% |
| 1Y | -26.5% | +61.7% | -88.2% | -35.7% |
| 3Y | +39.0% | +80.3% | -41.3% | +15.4% |
| 5Y | +40.4% | +226.0% | -185.6% | -5.0% |
| 10Y | +303.7% | +569.9% | -266.2% | +103.0% |
| All | +320.5% | +2,121.5% | -1,801.1% | -3.4% |
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