+48.0%
TMUS vs CTVA
+82.6%
-34.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.8% | +2.4% | +3.8% |
| 7D | +5.3% | +1.6% | +3.8% | +5.0% |
| 30D | +13.5% | -8.5% | +22.1% | +15.3% |
| 3M | -4.2% | +5.3% | -9.5% | -5.1% |
| 6M | -11.9% | -0.1% | -11.8% | -12.2% |
| YTD | -15.6% | +21.2% | -36.8% | -19.0% |
| 1Y | -16.8% | +27.0% | -43.8% | -20.9% |
| 3Y | +20.8% | +87.2% | -66.4% | +3.5% |
| 5Y | +48.0% | +77.9% | -29.9% | +17.4% |
| All | +48.0% | +82.6% | -34.6% | +17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling