+234.7%
TMUS vs CP
+261.0%
-26.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.0% | +2.1% | +3.5% |
| 7D | +5.3% | +2.8% | +2.6% | +4.4% |
| 30D | +13.5% | +11.3% | +2.2% | +9.8% |
| 3M | -4.2% | +2.9% | -7.1% | -5.2% |
| 6M | -11.9% | +9.8% | -21.7% | -14.7% |
| YTD | -15.6% | +28.5% | -44.1% | -22.8% |
| 1Y | -16.8% | +33.5% | -50.3% | -25.0% |
| 3Y | +20.8% | +31.9% | -11.1% | +6.2% |
| 5Y | +48.0% | +25.5% | +22.5% | +29.5% |
| 10Y | +234.7% | +257.6% | -22.8% | +95.0% |
| All | +234.7% | +261.0% | -26.3% | +95.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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