+15.6%
TMUS vs CTAS
+75.4%
-59.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +1.4% |
| 7D | +3.6% | +1.2% | +2.4% | +3.2% |
| 30D | -3.4% | +12.8% | -16.1% | -7.0% |
| 3M | -9.5% | +10.3% | -19.7% | -12.3% |
| 6M | -15.2% | +32.0% | -47.2% | -22.7% |
| YTD | -18.9% | +19.1% | -38.1% | -23.6% |
| 1Y | -17.7% | +21.5% | -39.2% | -23.1% |
| 3Y | +15.6% | +76.0% | -60.4% | +10.5% |
| All | +15.6% | +75.4% | -59.8% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 3y: compounded portfolio wealth divided by compounded CTAS 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…
3y analysis · Full analysis span regression · 6 months rolling