+38.8%
TMUS vs CTVA
+78.5%
-39.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.3% |
| 7D | -0.3% | -2.1% | +1.8% | -0.1% |
| 30D | +3.1% | +12.0% | -8.9% | +2.2% |
| 3M | +2.4% | +13.5% | -11.1% | +1.3% |
| 6M | -17.1% | +12.1% | -29.2% | -18.0% |
| YTD | -9.1% | +29.0% | -38.1% | -11.4% |
| 1Y | -23.6% | +18.9% | -42.5% | -25.0% |
| 3Y | +38.8% | +78.9% | -40.0% | +33.6% |
| All | +38.8% | +78.5% | -39.7% | +33.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling