+1,763.7%
CLS vs TMUS
+38.7%
+1,725.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.5% |
| 7D | -22.2% | +3.6% | -25.7% | -22.0% |
| 30D | -44.4% | -3.4% | -41.0% | -44.2% |
| 3M | -34.3% | -9.5% | -24.8% | -34.0% |
| 6M | -50.1% | -15.2% | -34.9% | -49.6% |
| YTD | -30.1% | -18.9% | -11.2% | -29.3% |
| 1Y | -39.3% | -17.7% | -21.6% | -39.1% |
| 3Y | +732.7% | +15.6% | +717.1% | +578.1% |
| All | +1,763.7% | +38.7% | +1,725.0% | +1,283.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling