+320.5%
TMUS vs CPB
+1.1%
+319.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.4% | -0.1% | -2.3% |
| 7D | +0.1% | -8.6% | +8.7% | +3.0% |
| 30D | +5.3% | -7.2% | +12.5% | +7.6% |
| 3M | +3.1% | +0.9% | +2.2% | +2.5% |
| 6M | -16.5% | -11.8% | -4.6% | -13.5% |
| YTD | -9.2% | -19.4% | +10.2% | -3.4% |
| 1Y | -26.5% | -30.4% | +3.9% | -18.2% |
| 3Y | +39.0% | -40.2% | +79.2% | +59.3% |
| 5Y | +40.4% | -39.5% | +79.9% | +57.8% |
| 10Y | +303.7% | -47.4% | +351.1% | +356.9% |
| All | +320.5% | +1.1% | +319.4% | +209.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling