+42.0%
TMUS vs CMS
+23.4%
+18.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.3% | -3.4% |
| 7D | +0.1% | +0.4% | -0.3% | -0.1% |
| 30D | +5.3% | -3.6% | +8.9% | +6.7% |
| 3M | +3.1% | -1.9% | +5.0% | +3.9% |
| 6M | -16.5% | -11.0% | -5.5% | -12.7% |
| YTD | -9.2% | +0.2% | -9.4% | -9.4% |
| 1Y | -26.5% | -1.3% | -25.2% | -26.2% |
| 3Y | +39.0% | +35.9% | +3.1% | +24.6% |
| All | +42.0% | +23.4% | +18.5% | +28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling