+522.6%
TMUS vs CFG
+358.5%
+164.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | +6.5% | +1.6% | +4.9% | +6.2% |
| 30D | +11.3% | +3.3% | +8.0% | +10.5% |
| 3M | -2.9% | -11.5% | +8.7% | -0.5% |
| 6M | -10.5% | +6.2% | -16.7% | -11.7% |
| YTD | -14.4% | +14.3% | -28.7% | -17.3% |
| 1Y | -17.9% | +26.7% | -44.6% | -22.5% |
| 3Y | +21.9% | +187.8% | -165.9% | -6.9% |
| 5Y | +52.1% | +61.3% | -9.2% | +30.2% |
| 10Y | +242.4% | +217.2% | +25.2% | +121.8% |
| All | +522.6% | +358.5% | +164.2% | +246.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling