+238.4%
TMUS vs CI
+166.5%
+71.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.6% | +3.5% | +1.6% |
| 7D | +3.6% | -1.6% | +5.1% | +4.0% |
| 30D | -3.4% | +5.4% | -8.8% | -4.8% |
| 3M | -9.5% | +7.3% | -16.7% | -11.3% |
| 6M | -15.2% | +5.3% | -20.5% | -16.6% |
| YTD | -18.9% | +8.5% | -27.4% | -21.2% |
| 1Y | -17.7% | +17.1% | -34.8% | -21.8% |
| 3Y | +15.6% | +1.4% | +14.2% | +11.4% |
| 5Y | +38.9% | +50.5% | -11.6% | +16.6% |
| All | +238.4% | +166.5% | +71.9% | +124.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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