+298.8%
TMUS vs CHD
+1,025.6%
-726.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.7% |
| 7D | +8.2% | 0.0% | +8.2% | +8.2% |
| 30D | +13.4% | +12.2% | +1.2% | +7.5% |
| 3M | -3.0% | +9.3% | -12.4% | -7.0% |
| 6M | -8.8% | +24.3% | -33.0% | -17.7% |
| YTD | -13.8% | +34.9% | -48.7% | -25.6% |
| 1Y | -17.1% | +32.7% | -49.8% | -27.9% |
| 3Y | +22.7% | +29.4% | -6.8% | +6.2% |
| 5Y | +52.8% | +31.7% | +21.1% | +27.8% |
| 10Y | +244.6% | +191.7% | +53.0% | +66.4% |
| All | +298.8% | +1,025.6% | -726.8% | -32.1% |
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