+51.8%
TMUS vs CMS
+36.3%
+15.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -1.3% |
| 7D | +4.9% | +1.7% | +3.2% | +4.2% |
| 30D | +7.7% | +6.2% | +1.5% | +5.2% |
| 3M | -6.8% | +0.6% | -7.4% | -7.0% |
| 6M | -9.7% | -1.8% | -7.9% | -9.0% |
| YTD | -15.0% | +3.8% | -18.8% | -16.4% |
| 1Y | -19.1% | -1.8% | -17.3% | -18.7% |
| 3Y | +21.4% | +39.8% | -18.4% | +7.6% |
| All | +51.8% | +36.3% | +15.5% | +34.7% |
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 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