-29.6%
CLS vs TMUS
-20.4%
-9.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +3.1% | -12.1% | -7.1% |
| 7D | -21.1% | +7.5% | -28.6% | -17.0% |
| 30D | -38.2% | -3.3% | -34.9% | -38.1% |
| 3M | -36.3% | -9.7% | -26.6% | -38.4% |
| 6M | -43.8% | -17.2% | -26.6% | -48.2% |
| YTD | -20.0% | -20.3% | +0.3% | -25.8% |
| 1Y | -29.6% | -21.2% | -8.4% | -34.8% |
| All | -29.6% | -20.4% | -9.2% | -34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TMUS.
Daily Out/Under-Performance
Portfolio return minus TMUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMUS 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 TMUS 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