+238.4%
TMUS vs CSGP
+63.3%
+175.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.7% | +5.6% | +2.0% |
| 7D | +3.6% | +1.3% | +2.3% | +3.2% |
| 30D | -3.4% | +10.7% | -14.1% | -6.1% |
| 3M | -9.5% | +3.3% | -12.7% | -10.8% |
| 6M | -15.2% | -10.3% | -4.9% | -14.0% |
| YTD | -18.9% | -54.6% | +35.6% | -4.4% |
| 1Y | -17.7% | -54.6% | +36.9% | -3.0% |
| 3Y | +15.6% | -60.3% | +76.0% | +36.9% |
| 5Y | +38.9% | -63.3% | +102.2% | +63.6% |
| All | +238.4% | +63.3% | +175.1% | +160.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling