+22.2%
TMUS vs CME
+64.7%
-42.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.6% |
| 7D | +6.5% | +2.7% | +3.8% | +5.9% |
| 30D | +11.3% | +13.5% | -2.2% | +8.4% |
| 3M | -2.9% | +20.9% | -23.8% | -6.7% |
| 6M | -10.5% | +11.5% | -22.0% | -12.9% |
| YTD | -14.4% | +19.5% | -33.9% | -18.3% |
| 1Y | -17.9% | +17.2% | -35.1% | -21.2% |
| All | +22.2% | +64.7% | -42.5% | +11.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling