+309.1%
TMUS vs CG
+345.5%
-36.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.5% |
| 7D | -0.3% | -1.3% | +1.0% | 0.0% |
| 30D | +3.1% | -3.2% | +6.3% | +3.7% |
| 3M | +2.4% | +6.2% | -3.8% | +1.0% |
| 6M | -17.1% | -4.7% | -12.4% | -16.8% |
| YTD | -9.1% | -20.6% | +11.5% | -6.0% |
| 1Y | -23.6% | -26.4% | +2.7% | -20.2% |
| 3Y | +38.8% | +55.4% | -16.5% | +16.4% |
| 5Y | +43.0% | +9.8% | +33.1% | +26.5% |
| 10Y | +309.1% | +341.4% | -32.3% | +142.5% |
| All | +309.1% | +345.5% | -36.4% | +142.5% |
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 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