+4,705.4%
CLS vs TMUS
+359.0%
+4,346.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.5% | +4.3% | +1.6% |
| 7D | +4.6% | +0.1% | +4.5% | +4.5% |
| 30D | -13.9% | +5.3% | -19.1% | -15.3% |
| 3M | -26.6% | +3.1% | -29.7% | -28.1% |
| 6M | +15.4% | -16.5% | +31.9% | +18.6% |
| YTD | +5.7% | -9.2% | +14.8% | +5.7% |
| 1Y | +41.1% | -26.5% | +67.6% | +48.3% |
| 3Y | +1,228.6% | +39.0% | +1,189.6% | +1,055.1% |
| 5Y | +3,240.6% | +40.4% | +3,200.3% | +2,778.8% |
| 10Y | +2,760.3% | +303.7% | +2,456.6% | +1,758.2% |
| All | +4,705.4% | +359.0% | +4,346.4% | +2,318.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling