+240.8%
TMUS vs CHD
+180.1%
+60.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | +9.5% | +2.4% | +7.1% | +8.7% |
| 30D | +13.8% | +13.9% | -0.1% | +9.4% |
| 3M | -4.6% | +8.5% | -13.1% | -7.0% |
| 6M | -11.7% | +20.4% | -32.1% | -16.6% |
| YTD | -15.4% | +34.5% | -49.9% | -22.9% |
| 1Y | -16.1% | +33.8% | -49.9% | -23.5% |
| 3Y | +20.5% | +29.1% | -8.7% | +10.6% |
| 5Y | +48.7% | +31.2% | +17.5% | +34.0% |
| 10Y | +240.8% | +193.1% | +47.7% | +149.9% |
| All | +240.8% | +180.1% | +60.7% | +149.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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