+320.5%
TMUS vs CI
+532.1%
-211.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.3% | -2.2% | -3.0% |
| 7D | +0.1% | +1.3% | -1.2% | -0.3% |
| 30D | +5.3% | +4.4% | +0.8% | +3.7% |
| 3M | +3.1% | +0.7% | +2.5% | +2.7% |
| 6M | -16.5% | +0.3% | -16.8% | -17.0% |
| YTD | -9.2% | +3.8% | -13.0% | -11.0% |
| 1Y | -26.5% | -5.5% | -21.0% | -26.3% |
| 3Y | +39.0% | +8.1% | +30.9% | +29.3% |
| 5Y | +40.4% | +42.8% | -2.4% | +16.2% |
| 10Y | +303.7% | +143.9% | +159.8% | +155.4% |
| All | +320.5% | +532.1% | -211.7% | +76.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling