+290.8%
TMUS vs CHD
+1,018.5%
-727.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.8% | +2.3% | +3.3% |
| 7D | +5.3% | +0.8% | +4.6% | +5.0% |
| 30D | +13.5% | +13.5% | +0.1% | +7.1% |
| 3M | -4.2% | +8.1% | -12.4% | -7.7% |
| 6M | -11.9% | +19.9% | -31.8% | -19.2% |
| YTD | -15.6% | +34.0% | -49.6% | -26.9% |
| 1Y | -16.8% | +29.8% | -46.6% | -26.9% |
| 3Y | +20.8% | +28.7% | -7.9% | +4.8% |
| 5Y | +48.0% | +31.8% | +16.3% | +23.7% |
| 10Y | +234.7% | +178.2% | +56.5% | +66.6% |
| All | +290.8% | +1,018.5% | -727.7% | -33.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling