+41.0%
TMUS vs CPB
-31.3%
+72.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.2% |
| 7D | +3.6% | +8.0% | -4.4% | +1.6% |
| 30D | -3.4% | +22.4% | -25.7% | -8.0% |
| 3M | -9.5% | +2.5% | -12.0% | -10.4% |
| 6M | -15.2% | +12.2% | -27.4% | -17.8% |
| YTD | -18.9% | -12.8% | -6.1% | -17.3% |
| 1Y | -17.7% | -19.2% | +1.5% | -14.7% |
| 3Y | +15.6% | -35.6% | +51.2% | +24.1% |
| All | +41.0% | -31.3% | +72.3% | +45.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling