+42.0%
TMUS vs CME
+78.2%
-36.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.2% | -3.4% |
| 7D | +0.1% | -1.6% | +1.7% | +0.5% |
| 30D | +5.3% | +6.2% | -1.0% | +3.6% |
| 3M | +3.1% | +10.4% | -7.3% | +0.2% |
| 6M | -16.5% | -9.5% | -6.9% | -14.5% |
| YTD | -9.2% | +6.0% | -15.2% | -11.3% |
| 1Y | -26.5% | +9.3% | -35.8% | -28.9% |
| 3Y | +39.0% | +57.7% | -18.6% | +20.3% |
| All | +42.0% | +78.2% | -36.2% | +18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling