+41.1%
CLS vs TMUS
-27.1%
+68.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.5% | +4.3% | -1.9% |
| 7D | +4.6% | +0.1% | +4.5% | +4.8% |
| 30D | -13.9% | +5.3% | -19.1% | -9.5% |
| 3M | -26.6% | +3.1% | -29.7% | -21.8% |
| 6M | +15.4% | -16.5% | +31.9% | -0.1% |
| YTD | +5.7% | -9.2% | +14.8% | +4.0% |
| 1Y | +41.1% | -26.5% | +67.6% | +21.9% |
| All | +41.1% | -27.1% | +68.2% | +21.9% |
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