+35.1%
CLS vs TMUS
-23.1%
+58.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.1% | +5.5% | +5.7% |
| 7D | +12.8% | -0.3% | +13.0% | +12.7% |
| 30D | +3.8% | +3.1% | +0.7% | +6.9% |
| 3M | -14.6% | +2.4% | -17.0% | -9.6% |
| 6M | +32.2% | -17.1% | +49.3% | +12.3% |
| YTD | +11.6% | -9.1% | +20.7% | +9.4% |
| 1Y | +35.1% | -23.6% | +58.7% | +6.8% |
| All | +35.1% | -23.1% | +58.1% | +6.8% |
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