-17.7%
TMUS vs CFG
+27.1%
-44.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +0.8% |
| 7D | +3.6% | -0.9% | +4.5% | +3.5% |
| 30D | -3.4% | +1.1% | -4.4% | -3.3% |
| 3M | -9.5% | -12.0% | +2.5% | -10.3% |
| 6M | -15.2% | -2.2% | -13.0% | -14.3% |
| YTD | -18.9% | +11.4% | -30.3% | -15.3% |
| 1Y | -17.7% | +27.8% | -45.5% | -11.3% |
| All | -17.7% | +27.1% | -44.8% | -11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling