+147.1%
TMUS vs CTVA
+223.3%
-76.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.6% | -3.2% |
| 7D | +0.1% | +4.9% | -4.9% | -1.1% |
| 30D | +5.3% | +11.9% | -6.7% | +2.3% |
| 3M | +3.1% | +13.7% | -10.5% | -0.5% |
| 6M | -16.5% | +13.1% | -29.6% | -19.5% |
| YTD | -9.2% | +32.0% | -41.1% | -16.0% |
| 1Y | -26.5% | +22.1% | -48.6% | -30.8% |
| 3Y | +39.0% | +77.5% | -38.5% | +15.7% |
| 5Y | +40.4% | +106.3% | -65.9% | +9.6% |
| All | +147.1% | +223.3% | -76.2% | +52.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling