+234.7%
TMUS vs CMS
+127.7%
+107.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.5% | +3.6% | +3.9% |
| 7D | +5.3% | -0.9% | +6.3% | +5.7% |
| 30D | +13.5% | +7.1% | +6.5% | +10.7% |
| 3M | -4.2% | -1.3% | -2.9% | -3.8% |
| 6M | -11.9% | -2.7% | -9.2% | -11.0% |
| YTD | -15.6% | +2.6% | -18.2% | -16.5% |
| 1Y | -16.8% | -2.0% | -14.8% | -16.3% |
| 3Y | +20.8% | +39.6% | -18.8% | +6.5% |
| 5Y | +48.0% | +35.3% | +12.7% | +30.8% |
| 10Y | +234.7% | +132.3% | +102.4% | +159.7% |
| All | +234.7% | +127.7% | +107.0% | +159.7% |
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