+14.6%
TMUS vs CP
+28.7%
-14.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.0% |
| 7D | +9.0% | +6.1% | +2.9% | +8.5% |
| 30D | -3.2% | +9.8% | -13.0% | -3.9% |
| 3M | -6.9% | +2.7% | -9.6% | -7.2% |
| 6M | -16.4% | +12.8% | -29.2% | -17.1% |
| YTD | -19.6% | +28.2% | -47.8% | -21.1% |
| 1Y | -19.9% | +34.1% | -54.0% | -21.6% |
| All | +14.6% | +28.7% | -14.0% | +11.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling