-16.1%
TMUS vs CNH
+27.3%
-43.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.4% | +4.6% | +0.8% |
| 7D | +9.5% | +4.5% | +5.0% | +8.8% |
| 30D | +13.8% | +7.6% | +6.2% | +12.6% |
| 3M | -4.6% | +17.0% | -21.6% | -5.9% |
| 6M | -11.7% | +12.9% | -24.6% | -12.9% |
| YTD | -15.4% | +34.3% | -49.6% | -15.0% |
| 1Y | -16.1% | +28.5% | -44.7% | -15.5% |
| All | -16.1% | +27.3% | -43.5% | -15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling