+41.9%
TMUS vs CMI
+165.6%
-123.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -2.3% |
| 7D | -5.3% | +0.7% | -6.0% | -5.4% |
| 30D | +0.1% | -12.3% | +12.4% | +0.9% |
| 3M | -0.6% | -16.8% | +16.2% | +0.3% |
| 6M | -17.5% | +1.5% | -19.1% | -19.1% |
| YTD | -11.3% | +9.8% | -21.0% | -14.3% |
| 1Y | -25.4% | +42.6% | -68.0% | -31.6% |
| 3Y | +35.5% | +151.0% | -115.5% | +7.0% |
| 5Y | +41.9% | +167.0% | -125.1% | +4.7% |
| All | +41.9% | +165.6% | -123.7% | +4.7% |
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 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