+8.9%
CRCL vs TMUS
-22.8%
+31.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.9% | -2.6% | +0.9% |
| 7D | -11.2% | +0.4% | -11.7% | -11.1% |
| 30D | +27.1% | +3.5% | +23.6% | +28.2% |
| 3M | +9.6% | -1.3% | +11.0% | +9.0% |
| 6M | -19.7% | -13.6% | -6.1% | -24.6% |
| YTD | +14.2% | -8.8% | +23.0% | +9.3% |
| 1Y | -32.2% | -22.9% | -9.4% | -36.1% |
| All | +8.9% | -22.8% | +31.6% | +3.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling