+320.5%
TMUS vs CMI
+2,230.5%
-1,910.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.8% | -6.3% | -4.4% |
| 7D | +0.1% | -0.7% | +0.8% | +0.3% |
| 30D | +5.3% | -13.4% | +18.7% | +10.3% |
| 3M | +3.1% | -17.0% | +20.1% | +8.3% |
| 6M | -16.5% | -1.6% | -14.8% | -18.3% |
| YTD | -9.2% | +11.0% | -20.1% | -15.7% |
| 1Y | -26.5% | +41.9% | -68.4% | -38.2% |
| 3Y | +39.0% | +151.8% | -112.8% | -8.6% |
| 5Y | +40.4% | +163.6% | -123.2% | -11.3% |
| 10Y | +303.7% | +472.9% | -169.2% | +77.8% |
| All | +320.5% | +2,230.5% | -1,910.0% | +4.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling