-26.5%
TMUS vs CTVA
+22.4%
-48.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.6% | -3.4% |
| 7D | +0.1% | +4.9% | -4.9% | -0.2% |
| 30D | +5.3% | +11.9% | -6.7% | +4.5% |
| 3M | +3.1% | +13.7% | -10.5% | +2.6% |
| 6M | -16.5% | +13.1% | -29.6% | -16.9% |
| YTD | -9.2% | +32.0% | -41.1% | -11.4% |
| 1Y | -26.5% | +22.1% | -48.6% | -27.6% |
| All | -26.5% | +22.4% | -48.9% | -27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 1y: compounded portfolio wealth divided by compounded CTVA 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…
1y analysis · Full analysis span regression · 6 months rolling