+42.0%
TMUS vs CI
+42.7%
-0.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.3% | -2.2% | -3.2% |
| 7D | +0.1% | +1.3% | -1.2% | -0.2% |
| 30D | +5.3% | +4.4% | +0.8% | +4.2% |
| 3M | +3.1% | +0.7% | +2.5% | +2.9% |
| 6M | -16.5% | +0.3% | -16.8% | -16.7% |
| YTD | -9.2% | +3.8% | -13.0% | -10.3% |
| 1Y | -26.5% | -5.5% | -21.0% | -26.2% |
| 3Y | +39.0% | +8.1% | +30.9% | +32.7% |
| All | +42.0% | +42.7% | -0.7% | +22.3% |
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 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