+234.7%
TMUS vs CNH
+134.0%
+100.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +10.9% | -6.8% | +2.0% |
| 7D | +5.3% | +8.6% | -3.2% | +3.6% |
| 30D | +13.5% | +12.6% | +1.0% | +10.8% |
| 3M | -4.2% | +17.5% | -21.7% | -7.6% |
| 6M | -11.9% | +18.1% | -30.0% | -15.5% |
| YTD | -15.6% | +40.4% | -56.0% | -22.3% |
| 1Y | -16.8% | +34.0% | -50.8% | -22.8% |
| 3Y | +20.8% | +35.3% | -14.5% | +7.9% |
| 5Y | +48.0% | -5.1% | +53.1% | +40.2% |
| 10Y | +234.7% | +124.0% | +110.7% | +151.0% |
| All | +234.7% | +134.0% | +100.8% | +151.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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