+234.7%
TMUS vs CME
+320.1%
-85.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.4% | +4.6% | +4.3% |
| 7D | +5.3% | -0.6% | +5.9% | +5.5% |
| 30D | +13.5% | +8.5% | +5.0% | +10.6% |
| 3M | -4.2% | +16.0% | -20.3% | -8.8% |
| 6M | -11.9% | +9.3% | -21.2% | -14.8% |
| YTD | -15.6% | +15.3% | -30.9% | -20.1% |
| 1Y | -16.8% | +14.4% | -31.2% | -21.1% |
| 3Y | +20.8% | +59.9% | -39.1% | +1.7% |
| 5Y | +48.0% | +69.4% | -21.4% | +21.0% |
| 10Y | +234.7% | +299.5% | -64.8% | +132.2% |
| All | +234.7% | +320.1% | -85.4% | +132.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 10y: compounded portfolio wealth divided by compounded CME 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…
10y analysis · Full analysis span regression · 6 months rolling