+268.7%
TMUS vs CSGP
+588.8%
-320.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.0% | -0.9% | +1.6% |
| 7D | +7.5% | +18.3% | -10.8% | +1.2% |
| 30D | -3.3% | +17.8% | -21.1% | -9.6% |
| 3M | -9.7% | +9.3% | -18.9% | -13.6% |
| 6M | -17.2% | -7.9% | -9.3% | -16.3% |
| YTD | -20.3% | -51.5% | +31.2% | -0.6% |
| 1Y | -21.2% | -53.3% | +32.1% | -0.5% |
| 3Y | +13.5% | -57.9% | +71.4% | +42.5% |
| 5Y | +36.5% | -61.3% | +97.8% | +69.4% |
| 10Y | +239.2% | +77.5% | +161.7% | +92.3% |
| All | +268.7% | +588.8% | -320.1% | -6.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling