+234.7%
TMUS vs CI
+158.0%
+76.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.7% | +3.5% | +3.9% |
| 7D | +5.3% | +0.1% | +5.2% | +5.3% |
| 30D | +13.5% | +4.7% | +8.9% | +12.2% |
| 3M | -4.2% | +5.2% | -9.5% | -5.6% |
| 6M | -11.9% | +3.8% | -15.7% | -13.0% |
| YTD | -15.6% | +9.2% | -24.8% | -18.1% |
| 1Y | -16.8% | +14.3% | -31.0% | -20.3% |
| 3Y | +20.8% | +8.4% | +12.4% | +14.1% |
| 5Y | +48.0% | +50.0% | -2.0% | +24.6% |
| 10Y | +234.7% | +142.2% | +92.5% | +145.5% |
| All | +234.7% | +158.0% | +76.7% | +145.5% |
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