-16.1%
TMUS vs CG
-19.2%
+3.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.7% | +0.2% |
| 7D | +9.5% | +2.0% | +7.5% | +9.4% |
| 30D | +13.8% | +8.5% | +5.3% | +13.9% |
| 3M | -4.6% | -12.1% | +7.6% | -5.2% |
| 6M | -11.7% | -16.4% | +4.7% | -13.3% |
| YTD | -15.4% | -28.0% | +12.6% | -17.7% |
| 1Y | -16.1% | -18.9% | +2.8% | -19.3% |
| All | -16.1% | -19.2% | +3.0% | -19.3% |
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