-19.1%
TMUS vs CI
+12.2%
-31.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +7.3% |
| 3M | -6.8% | +7.4% | -14.2% | -8.0% |
| 6M | -9.7% | -0.1% | -9.6% | -9.8% |
| YTD | -15.0% | +9.7% | -24.7% | -16.4% |
| 1Y | -19.1% | +12.1% | -31.2% | -20.7% |
| All | -19.1% | +12.2% | -31.3% | -20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling