+1,751.5%
CLS vs TMUS
+260.7%
+1,490.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +4.1% | +3.7% | +7.0% |
| 7D | -10.6% | +5.3% | -15.9% | -11.6% |
| 30D | -38.4% | +13.5% | -52.0% | -40.3% |
| 3M | -29.9% | -4.2% | -25.6% | -29.8% |
| 6M | -40.6% | -11.9% | -28.8% | -39.9% |
| YTD | -24.6% | -15.6% | -9.0% | -23.7% |
| 1Y | -30.8% | -16.8% | -14.0% | -29.9% |
| 3Y | +811.7% | +20.8% | +790.9% | +656.5% |
| 5Y | +1,838.4% | +48.0% | +1,790.4% | +1,352.0% |
| 10Y | +1,751.5% | +234.7% | +1,516.8% | +1,007.3% |
| All | +1,751.5% | +260.7% | +1,490.8% | +1,007.3% |
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