+891.5%
CLS vs TMUS
+22.0%
+869.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.7% | +5.2% | +4.4% |
| 7D | +23.5% | +6.5% | +17.0% | +26.0% |
| 30D | -28.9% | +11.3% | -40.2% | -25.9% |
| 3M | -25.2% | -2.9% | -22.3% | -24.6% |
| 6M | -32.1% | -10.5% | -21.6% | -32.0% |
| YTD | -14.1% | -14.4% | +0.3% | -13.8% |
| 1Y | -24.1% | -17.9% | -6.2% | -23.8% |
| All | +891.5% | +22.0% | +869.6% | +1,006.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling