+3,079.7%
CLS vs TMUS
+309.7%
+2,770.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.3% |
| 7D | -22.2% | +3.6% | -25.7% | -23.0% |
| 30D | -44.4% | -3.4% | -41.0% | -44.5% |
| 3M | -34.3% | -9.5% | -24.8% | -33.6% |
| 6M | -50.1% | -15.2% | -34.9% | -49.3% |
| YTD | -30.1% | -18.9% | -11.2% | -29.0% |
| 1Y | -39.3% | -17.7% | -21.6% | -38.8% |
| 3Y | +732.7% | +15.6% | +717.1% | +650.4% |
| 5Y | +1,777.2% | +38.9% | +1,738.3% | +1,499.6% |
| 10Y | +1,645.6% | +245.3% | +1,400.3% | +1,067.0% |
| All | +3,079.7% | +309.7% | +2,770.0% | +1,526.1% |
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