+240.8%
TMUS vs CNH
+107.8%
+133.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.4% | +4.6% | +1.1% |
| 7D | +9.5% | +4.5% | +5.0% | +8.4% |
| 30D | +13.8% | +7.6% | +6.2% | +12.0% |
| 3M | -4.6% | +17.0% | -21.6% | -7.9% |
| 6M | -11.7% | +12.9% | -24.6% | -14.6% |
| YTD | -15.4% | +34.3% | -49.6% | -21.5% |
| 1Y | -16.1% | +28.5% | -44.7% | -21.7% |
| 3Y | +20.5% | +31.9% | -11.4% | +7.9% |
| 5Y | +48.7% | -9.6% | +58.4% | +42.2% |
| 10Y | +240.8% | +106.3% | +134.5% | +148.8% |
| All | +240.8% | +107.8% | +133.0% | +148.8% |
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