+635.1%
TMUS vs CNH
+64.7%
+570.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +4.0% | -7.5% | -4.2% |
| 7D | +0.1% | +23.3% | -23.2% | -4.0% |
| 30D | +5.3% | +33.5% | -28.2% | -0.8% |
| 3M | +3.1% | +32.7% | -29.6% | -3.0% |
| 6M | -16.5% | +22.2% | -38.6% | -20.6% |
| YTD | -9.2% | +57.7% | -66.9% | -18.2% |
| 1Y | -26.5% | +28.0% | -54.5% | -31.1% |
| 3Y | +39.0% | +11.5% | +27.5% | +30.8% |
| 5Y | +40.4% | +11.9% | +28.5% | +28.5% |
| 10Y | +303.7% | +162.8% | +140.9% | +182.2% |
| All | +635.1% | +64.7% | +570.5% | +448.7% |
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