-26.5%
TMUS vs CG
-24.3%
-2.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.6% | -1.8% | -3.5% |
| 7D | +0.1% | -4.3% | +4.4% | -0.1% |
| 30D | +5.3% | -5.1% | +10.3% | +5.0% |
| 3M | +3.1% | +8.7% | -5.5% | +4.0% |
| 6M | -16.5% | -9.2% | -7.2% | -17.5% |
| YTD | -9.2% | -18.9% | +9.7% | -10.8% |
| 1Y | -26.5% | -25.6% | -0.8% | -28.5% |
| All | -26.5% | -24.3% | -2.2% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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