+272.0%
TMUS vs CMS
+612.0%
-340.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.1% |
| 7D | +9.0% | +1.7% | +7.4% | +8.1% |
| 30D | -3.2% | +8.6% | -11.8% | -7.4% |
| 3M | -6.9% | -0.5% | -6.4% | -6.7% |
| 6M | -16.4% | -4.2% | -12.3% | -14.6% |
| YTD | -19.6% | +3.4% | -23.1% | -21.5% |
| 1Y | -19.9% | +0.4% | -20.3% | -20.5% |
| 3Y | +14.5% | +38.2% | -23.7% | -5.4% |
| 5Y | +37.7% | +35.4% | +2.3% | +12.5% |
| 10Y | +242.2% | +131.7% | +110.6% | +84.3% |
| All | +272.0% | +612.0% | -340.0% | -16.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling