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  • CLS vs TMUS✓SelectedUSD · TMUSCLS vs TMUS performance historyLatest closeAs of+5.64%09/08
Stock and ETF performance explorer

CLS vs TMUS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+2,944.0%
TMUS return
+309.7%
Excess return
+2,634.3%
Maximum drawdown
-80.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioTMUSExcessAlpha
1D+5.6%+0.1%+5.5%+5.6%
7D+12.8%-0.3%+13.0%+12.8%
30D+3.8%+3.1%+0.7%+2.8%
3M-14.6%+2.4%-17.0%-16.3%
6M+32.2%-17.1%+49.3%+37.2%
YTD+11.6%-9.1%+20.7%+11.8%
1Y+35.1%-23.6%+58.7%+42.8%
3Y+1,312.5%+38.8%+1,273.7%+1,036.2%
5Y+3,542.1%+43.0%+3,499.1%+2,751.1%
10Y+2,944.0%+309.1%+2,634.9%+1,717.6%
All+2,944.0%+309.7%+2,634.3%+1,717.6%

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 10y: 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…

10y analysis · Full analysis span regression · 6 months rolling