+272.0%
TMUS vs CI
+578.3%
-306.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.3% |
| 7D | +9.0% | +1.0% | +8.0% | +8.6% |
| 30D | -3.2% | +9.9% | -13.1% | -6.2% |
| 3M | -6.9% | +12.1% | -19.0% | -10.5% |
| 6M | -16.4% | +10.6% | -27.0% | -19.5% |
| YTD | -19.6% | +11.4% | -31.0% | -23.1% |
| 1Y | -19.9% | +18.8% | -38.7% | -25.1% |
| 3Y | +14.5% | +2.9% | +11.7% | +8.6% |
| 5Y | +37.7% | +54.5% | -16.8% | +11.1% |
| 10Y | +242.2% | +175.7% | +66.5% | +107.7% |
| All | +272.0% | +578.3% | -306.3% | +52.1% |
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