+15.6%
TMUS vs CFG
+168.6%
-153.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +0.9% |
| 7D | +3.6% | -0.9% | +4.5% | +3.6% |
| 30D | -3.4% | +1.1% | -4.4% | -3.4% |
| 3M | -9.5% | -12.0% | +2.5% | -8.9% |
| 6M | -15.2% | -2.2% | -13.0% | -15.0% |
| YTD | -18.9% | +11.4% | -30.3% | -19.3% |
| 1Y | -17.7% | +27.8% | -45.5% | -19.0% |
| 3Y | +15.6% | +173.3% | -157.7% | +10.1% |
| All | +15.6% | +168.6% | -153.0% | +10.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling