+41.0%
TMUS vs CTAS
+109.9%
-69.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +1.6% |
| 7D | +3.6% | +1.2% | +2.4% | +3.1% |
| 30D | -3.4% | +12.8% | -16.1% | -7.8% |
| 3M | -9.5% | +10.3% | -19.7% | -13.0% |
| 6M | -15.2% | +32.0% | -47.2% | -24.4% |
| YTD | -18.9% | +19.1% | -38.1% | -24.9% |
| 1Y | -17.7% | +21.5% | -39.2% | -24.4% |
| 3Y | +15.6% | +76.0% | -60.4% | -10.9% |
| All | +41.0% | +109.9% | -69.0% | -6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling