+51.8%
TMUS vs CMI
+114.0%
-62.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.6% |
| 7D | +4.9% | +0.5% | +4.4% | +4.9% |
| 30D | +7.7% | -14.0% | +21.7% | +8.4% |
| 3M | -6.8% | -28.1% | +21.4% | -5.2% |
| 6M | -9.7% | -35.8% | +26.2% | -7.5% |
| YTD | -15.0% | -10.5% | -4.4% | -17.1% |
| 1Y | -19.1% | -1.9% | -17.3% | -22.4% |
| 3Y | +21.4% | +121.0% | -99.6% | -5.4% |
| All | +51.8% | +114.0% | -62.2% | +19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling