+320.5%
TMUS vs CME
+412.8%
-92.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.2% | -3.4% |
| 7D | +0.1% | -1.6% | +1.7% | +0.7% |
| 30D | +5.3% | +6.2% | -1.0% | +2.7% |
| 3M | +3.1% | +10.4% | -7.3% | -1.3% |
| 6M | -16.5% | -9.5% | -6.9% | -13.7% |
| YTD | -9.2% | +6.0% | -15.2% | -12.2% |
| 1Y | -26.5% | +9.3% | -35.8% | -30.0% |
| 3Y | +39.0% | +57.7% | -18.6% | +12.9% |
| 5Y | +40.4% | +77.7% | -37.3% | +6.9% |
| 10Y | +303.7% | +281.2% | +22.5% | +110.8% |
| All | +320.5% | +412.8% | -92.3% | +69.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling