-19.1%
TMUS vs CNH
+16.6%
-35.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.6% |
| 7D | +4.9% | +3.0% | +1.9% | +4.4% |
| 30D | +7.7% | -0.6% | +8.3% | +7.6% |
| 3M | -6.8% | +14.6% | -21.4% | -7.7% |
| 6M | -9.7% | +11.8% | -21.4% | -10.6% |
| YTD | -15.0% | +30.4% | -45.4% | -13.1% |
| 1Y | -19.1% | +19.1% | -38.2% | -18.3% |
| All | -19.1% | +16.6% | -35.8% | -18.3% |
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