+320.5%
TMUS vs CP
+848.0%
-527.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.3% | -3.8% | -3.6% |
| 7D | +0.1% | -2.7% | +2.8% | +1.1% |
| 30D | +5.3% | +0.2% | +5.1% | +5.0% |
| 3M | +3.1% | +2.6% | +0.6% | +1.8% |
| 6M | -16.5% | +6.0% | -22.4% | -19.0% |
| YTD | -9.2% | +24.9% | -34.1% | -18.0% |
| 1Y | -26.5% | +20.1% | -46.6% | -32.7% |
| 3Y | +39.0% | +16.4% | +22.6% | +25.1% |
| 5Y | +40.4% | +31.7% | +8.6% | +16.3% |
| 10Y | +303.7% | +223.9% | +79.8% | +110.9% |
| All | +320.5% | +848.0% | -527.5% | +1.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling