-19.1%
TMUS vs CMI
-3.8%
-15.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.8% |
| 7D | +4.9% | +0.5% | +4.4% | +5.0% |
| 30D | +7.7% | -14.0% | +21.7% | +4.2% |
| 3M | -6.8% | -28.1% | +21.4% | -13.3% |
| 6M | -9.7% | -35.8% | +26.2% | -17.3% |
| YTD | -15.0% | -10.5% | -4.4% | -15.9% |
| 1Y | -19.1% | -1.9% | -17.3% | -18.3% |
| All | -19.1% | -3.8% | -15.3% | -18.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling