+556.1%
TMUS vs CNH
+32.2%
+523.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.8% | -1.9% | +0.3% |
| 7D | +3.6% | -1.7% | +5.3% | +3.9% |
| 30D | -3.4% | -7.2% | +3.9% | -1.9% |
| 3M | -9.5% | +6.5% | -16.0% | -11.0% |
| 6M | -15.2% | +7.9% | -23.1% | -17.2% |
| YTD | -18.9% | +26.6% | -45.5% | -23.9% |
| 1Y | -17.7% | +13.8% | -31.5% | -21.2% |
| 3Y | +15.6% | +9.2% | +6.4% | +8.3% |
| 5Y | +38.9% | -15.6% | +54.5% | +34.8% |
| 10Y | +245.3% | +119.2% | +126.1% | +149.9% |
| All | +556.1% | +32.2% | +523.9% | +410.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling