+37.7%
TMUS vs CSGP
-62.1%
+99.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.2% |
| 7D | +9.0% | +13.9% | -4.9% | +6.7% |
| 30D | -3.2% | +16.0% | -19.2% | -5.8% |
| 3M | -6.9% | +6.1% | -13.0% | -8.2% |
| 6M | -16.4% | -8.2% | -8.3% | -16.1% |
| YTD | -19.6% | -52.3% | +32.7% | -11.4% |
| 1Y | -19.9% | -54.5% | +34.6% | -11.0% |
| 3Y | +14.5% | -58.6% | +73.1% | +26.5% |
| 5Y | +37.7% | -61.5% | +99.2% | +53.7% |
| All | +37.7% | -62.1% | +99.7% | +53.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling