-19.1%
TMUS vs CTVA
-4.9%
-14.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -0.9% |
| 7D | +4.9% | -20.8% | +25.7% | +6.9% |
| 30D | +7.7% | -29.6% | +37.3% | +11.1% |
| 3M | -6.8% | -16.9% | +10.1% | -4.0% |
| 6M | -9.7% | -24.3% | +14.6% | -6.2% |
| YTD | -15.0% | -5.6% | -9.3% | -12.8% |
| 1Y | -19.1% | -4.2% | -15.0% | -17.2% |
| All | -19.1% | -4.9% | -14.3% | -17.2% |
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