+1,569.7%
TMUS vs CG
+351.2%
+1,218.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.6% | -1.8% | -3.1% |
| 7D | +0.1% | -4.3% | +4.4% | +0.9% |
| 30D | +5.3% | -5.1% | +10.3% | +6.2% |
| 3M | +3.1% | +8.7% | -5.5% | +1.2% |
| 6M | -16.5% | -9.2% | -7.2% | -15.4% |
| YTD | -9.2% | -18.9% | +9.7% | -6.5% |
| 1Y | -26.5% | -25.6% | -0.8% | -23.3% |
| 3Y | +39.0% | +57.3% | -18.3% | +17.5% |
| 5Y | +40.4% | +10.2% | +30.2% | +25.0% |
| 10Y | +303.7% | +364.2% | -60.5% | +144.6% |
| All | +1,569.7% | +351.2% | +1,218.5% | +814.9% |
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