-16.3%
TMUS vs CI
+15.8%
-32.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +12.6% |
| 3M | -4.2% | +5.2% | -9.5% | -5.1% |
| 6M | -11.9% | +3.8% | -15.7% | -12.5% |
| YTD | -15.6% | +9.2% | -24.8% | -17.2% |
| All | -16.3% | +15.8% | -32.1% | -19.8% |
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