+1,390.2%
TMUS vs CG
+281.3%
+1,108.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.5% | +1.0% |
| 7D | +3.6% | -1.2% | +4.8% | +3.7% |
| 30D | -3.4% | +5.0% | -8.4% | -4.4% |
| 3M | -9.5% | -18.2% | +8.7% | -6.1% |
| 6M | -15.2% | -20.7% | +5.5% | -11.8% |
| YTD | -18.9% | -31.4% | +12.5% | -14.0% |
| 1Y | -17.7% | -22.3% | +4.6% | -15.1% |
| 3Y | +15.6% | +50.2% | -34.5% | -2.1% |
| 5Y | +38.9% | -22.1% | +61.0% | +33.8% |
| 10Y | +245.3% | +295.5% | -50.3% | +115.3% |
| All | +1,390.2% | +281.3% | +1,108.9% | +741.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling