+240.8%
TMUS vs CMS
+134.3%
+106.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | +9.5% | +0.5% | +9.0% | +9.3% |
| 30D | +13.8% | +7.4% | +6.4% | +10.8% |
| 3M | -4.6% | +1.9% | -6.4% | -5.3% |
| 6M | -11.7% | -2.3% | -9.4% | -10.9% |
| YTD | -15.4% | +3.0% | -18.3% | -16.5% |
| 1Y | -16.1% | -2.8% | -13.4% | -15.4% |
| 3Y | +20.5% | +37.9% | -17.4% | +6.7% |
| 5Y | +48.7% | +34.0% | +14.8% | +31.9% |
| 10Y | +240.8% | +138.1% | +102.7% | +165.2% |
| All | +240.8% | +134.3% | +106.5% | +165.2% |
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