+305.7%
TMUS vs CMI
+509.0%
-203.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.1% |
| 7D | -5.8% | +0.8% | -6.6% | -6.0% |
| 30D | -0.2% | -12.8% | +12.6% | +2.5% |
| 3M | -4.0% | -12.4% | +8.5% | -2.2% |
| 6M | -18.1% | -0.9% | -17.2% | -19.8% |
| YTD | -11.3% | +8.9% | -20.2% | -15.8% |
| 1Y | -24.7% | +37.7% | -62.4% | -33.4% |
| 3Y | +35.4% | +148.9% | -113.5% | -2.3% |
| 5Y | +42.4% | +164.4% | -121.9% | -1.4% |
| All | +305.7% | +509.0% | -203.3% | +99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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