+33.0%
TMUS vs CMI
+149.3%
-116.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -2.5% |
| 7D | -5.3% | +0.7% | -6.0% | -5.3% |
| 30D | +0.1% | -12.3% | +12.4% | -0.5% |
| 3M | -0.6% | -16.8% | +16.2% | -1.4% |
| 6M | -17.5% | +1.5% | -19.1% | -18.6% |
| YTD | -11.3% | +9.8% | -21.0% | -12.9% |
| 1Y | -25.4% | +42.6% | -68.0% | -28.6% |
| All | +33.0% | +149.3% | -116.3% | +16.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling