+240.8%
TMUS vs CG
+308.6%
-67.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.7% | +0.5% |
| 7D | +9.5% | +2.0% | +7.5% | +9.0% |
| 30D | +13.8% | +8.5% | +5.3% | +11.9% |
| 3M | -4.6% | -12.1% | +7.6% | -2.5% |
| 6M | -11.7% | -16.4% | +4.7% | -9.1% |
| YTD | -15.4% | -28.0% | +12.6% | -11.1% |
| 1Y | -16.1% | -18.9% | +2.8% | -14.2% |
| 3Y | +20.5% | +51.2% | -30.8% | +1.1% |
| 5Y | +48.7% | -15.9% | +64.6% | +41.3% |
| 10Y | +240.8% | +305.9% | -65.1% | +117.2% |
| All | +240.8% | +308.6% | -67.8% | +117.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling