+237.8%
TMUS vs CI
+146.2%
+91.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.9% | -0.7% |
| 7D | +4.9% | +1.2% | +3.7% | +4.6% |
| 30D | +7.7% | +2.6% | +5.1% | +7.0% |
| 3M | -6.8% | +7.4% | -14.2% | -8.6% |
| 6M | -9.7% | -0.1% | -9.6% | -9.9% |
| YTD | -15.0% | +9.7% | -24.7% | -17.6% |
| 1Y | -19.1% | +12.1% | -31.2% | -22.2% |
| 3Y | +21.4% | +7.0% | +14.4% | +15.2% |
| 5Y | +51.2% | +49.7% | +1.5% | +27.3% |
| All | +237.8% | +146.2% | +91.6% | +148.3% |
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