-16.1%
TMUS vs CP
+32.8%
-48.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | +9.5% | +2.8% | +6.7% | +9.0% |
| 30D | +13.8% | +11.0% | +2.8% | +12.5% |
| 3M | -4.6% | +3.8% | -8.4% | -5.2% |
| 6M | -11.7% | +9.5% | -21.2% | -12.4% |
| YTD | -15.4% | +28.2% | -43.6% | -17.5% |
| 1Y | -16.1% | +33.0% | -49.1% | -18.1% |
| All | -16.1% | +32.8% | -48.9% | -18.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling