-19.1%
TMUS vs CP
+31.6%
-50.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.2% | -0.6% |
| 7D | +4.9% | +2.1% | +2.8% | +4.5% |
| 30D | +7.7% | +9.3% | -1.6% | +6.6% |
| 3M | -6.8% | +0.5% | -7.3% | -7.3% |
| 6M | -9.7% | +10.4% | -20.1% | -10.5% |
| YTD | -15.0% | +28.7% | -43.6% | -17.3% |
| 1Y | -19.1% | +33.2% | -52.3% | -20.8% |
| All | -19.1% | +31.6% | -50.7% | -20.8% |
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