+52.8%
TMUS vs CP
+25.9%
+26.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +8.2% | -0.7% | +8.8% | +8.3% |
| 30D | +13.4% | +9.6% | +3.7% | +11.6% |
| 3M | -3.0% | +2.2% | -5.3% | -3.5% |
| 6M | -8.8% | +11.1% | -19.9% | -10.4% |
| YTD | -13.8% | +28.2% | -42.0% | -17.7% |
| 1Y | -17.1% | +32.2% | -49.2% | -21.3% |
| 3Y | +22.7% | +35.5% | -12.9% | +13.0% |
| 5Y | +52.8% | +26.8% | +26.1% | +41.1% |
| All | +52.8% | +25.9% | +26.9% | +41.1% |
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 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