+52.1%
TMUS vs CI
+48.8%
+3.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.1% | -0.3% |
| 7D | +6.5% | -1.7% | +8.2% | +6.9% |
| 30D | +11.3% | +4.9% | +6.4% | +10.1% |
| 3M | -2.9% | +7.4% | -10.3% | -4.4% |
| 6M | -10.5% | +0.4% | -10.9% | -10.8% |
| YTD | -14.4% | +9.5% | -23.9% | -16.4% |
| 1Y | -17.9% | +12.0% | -29.8% | -20.3% |
| 3Y | +21.9% | +7.1% | +14.8% | +17.4% |
| 5Y | +52.1% | +49.3% | +2.8% | +32.2% |
| All | +52.1% | +48.8% | +3.3% | +32.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling