-21.2%
TMUS vs CSGP
-53.2%
+32.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.0% | -0.9% | +2.6% |
| 7D | +7.5% | +18.3% | -10.8% | +5.5% |
| 30D | -3.3% | +17.8% | -21.1% | -4.9% |
| 3M | -9.7% | +9.3% | -18.9% | -10.5% |
| 6M | -17.2% | -7.9% | -9.3% | -19.3% |
| YTD | -20.3% | -51.5% | +31.2% | -24.5% |
| 1Y | -21.2% | -53.3% | +32.1% | -24.6% |
| All | -21.2% | -53.2% | +32.0% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 1y: compounded portfolio wealth divided by compounded CSGP 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…
1y analysis · Full analysis span regression · 6 months rolling