+244.6%
TMUS vs CI
+149.2%
+95.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +2.0% |
| 7D | +8.2% | -1.3% | +9.5% | +8.5% |
| 30D | +13.4% | +6.4% | +7.0% | +11.5% |
| 3M | -3.0% | +10.7% | -13.7% | -5.7% |
| 6M | -8.8% | +5.5% | -14.2% | -10.4% |
| YTD | -13.8% | +11.4% | -25.2% | -16.9% |
| 1Y | -17.1% | +15.0% | -32.1% | -20.8% |
| 3Y | +22.7% | +9.0% | +13.7% | +15.8% |
| 5Y | +52.8% | +52.0% | +0.9% | +28.2% |
| 10Y | +244.6% | +150.9% | +93.7% | +149.3% |
| All | +244.6% | +149.2% | +95.5% | +149.3% |
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