+308.5%
TMUS vs CFG
+324.8%
-16.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.4% | -3.4% |
| 7D | +0.1% | +1.5% | -1.5% | -0.2% |
| 30D | +5.3% | -3.8% | +9.1% | +6.0% |
| 3M | +3.1% | +11.5% | -8.4% | +0.9% |
| 6M | -16.5% | +19.2% | -35.6% | -19.5% |
| YTD | -9.2% | +23.7% | -32.9% | -13.4% |
| 1Y | -26.5% | +38.8% | -65.3% | -31.8% |
| 3Y | +39.0% | +178.9% | -139.9% | +8.1% |
| 5Y | +40.4% | +101.8% | -61.4% | +15.1% |
| All | +308.5% | +324.8% | -16.3% | +148.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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