+244.6%
TMUS vs CMS
+137.8%
+106.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.1% | +1.9% |
| 7D | +8.2% | -1.1% | +9.3% | +8.6% |
| 30D | +13.4% | +6.6% | +6.8% | +10.7% |
| 3M | -3.0% | +0.8% | -3.9% | -3.3% |
| 6M | -8.8% | -3.3% | -5.4% | -7.6% |
| YTD | -13.8% | +2.7% | -16.6% | -14.9% |
| 1Y | -17.1% | -4.0% | -13.1% | -16.0% |
| 3Y | +22.7% | +37.6% | -14.9% | +8.8% |
| 5Y | +52.8% | +35.4% | +17.4% | +35.0% |
| 10Y | +244.6% | +136.0% | +108.6% | +169.8% |
| All | +244.6% | +137.8% | +106.9% | +169.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 10y: compounded portfolio wealth divided by compounded CMS 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…
10y analysis · Full analysis span regression · 6 months rolling