+41.0%
TMUS vs CP
+24.4%
+16.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.2% |
| 7D | +3.6% | +2.8% | +0.8% | +3.1% |
| 30D | -3.4% | +10.2% | -13.6% | -4.9% |
| 3M | -9.5% | +2.4% | -11.8% | -9.9% |
| 6M | -15.2% | +7.7% | -22.9% | -16.3% |
| YTD | -18.9% | +26.0% | -44.9% | -22.4% |
| 1Y | -17.7% | +34.6% | -52.3% | -22.2% |
| 3Y | +15.6% | +26.7% | -11.0% | +8.3% |
| All | +41.0% | +24.4% | +16.6% | +30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling