+39.1%
TMUS vs CHD
+7.9%
+31.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.4% | -3.4% |
| 7D | +0.1% | -2.7% | +2.8% | +1.0% |
| 30D | +5.3% | -4.6% | +9.9% | +6.8% |
| 3M | +3.1% | +5.0% | -1.9% | +1.6% |
| 6M | -16.5% | -3.2% | -13.2% | -15.8% |
| YTD | -9.2% | +18.6% | -27.8% | -13.7% |
| 1Y | -26.5% | +4.8% | -31.3% | -27.6% |
| All | +39.1% | +7.9% | +31.1% | +42.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling