+51.8%
TMUS vs CG
-23.0%
+74.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.7% | -0.7% |
| 7D | +4.9% | +0.2% | +4.7% | +4.9% |
| 30D | +7.7% | +11.2% | -3.5% | +6.5% |
| 3M | -6.8% | -22.1% | +15.3% | -4.6% |
| 6M | -9.7% | -17.9% | +8.2% | -8.1% |
| YTD | -15.0% | -31.3% | +16.3% | -12.3% |
| 1Y | -19.1% | -24.0% | +4.8% | -17.7% |
| 3Y | +21.4% | +45.0% | -23.5% | +7.7% |
| All | +51.8% | -23.0% | +74.8% | +43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling