+309.1%
TMUS vs CPB
-45.7%
+354.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.3% |
| 7D | -0.3% | -8.2% | +8.0% | +1.4% |
| 30D | +3.1% | -5.6% | +8.7% | +4.2% |
| 3M | +2.4% | +3.0% | -0.6% | +1.7% |
| 6M | -17.1% | -12.7% | -4.4% | -15.2% |
| YTD | -9.1% | -18.0% | +8.9% | -6.0% |
| 1Y | -23.6% | -31.7% | +8.1% | -18.3% |
| 3Y | +38.8% | -41.0% | +79.8% | +51.2% |
| 5Y | +43.0% | -38.4% | +81.3% | +54.0% |
| 10Y | +309.1% | -45.0% | +354.1% | +340.6% |
| All | +309.1% | -45.7% | +354.8% | +340.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling