+238.4%
TMUS vs CMS
+125.4%
+113.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +1.7% |
| 7D | +3.6% | -1.3% | +4.9% | +4.1% |
| 30D | -3.4% | +6.3% | -9.7% | -5.5% |
| 3M | -9.5% | -2.1% | -7.4% | -8.8% |
| 6M | -15.2% | -5.1% | -10.1% | -13.6% |
| YTD | -18.9% | +1.3% | -20.2% | -19.4% |
| 1Y | -17.7% | -1.4% | -16.3% | -17.4% |
| 3Y | +15.6% | +36.9% | -21.3% | +3.0% |
| 5Y | +38.9% | +32.5% | +6.4% | +24.0% |
| All | +238.4% | +125.4% | +113.0% | +182.2% |
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