+7.1%
CRM vs TMUS
-27.1%
+34.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.5% | +1.5% | -1.5% |
| 7D | +1.3% | +0.1% | +1.2% | +1.3% |
| 30D | +34.3% | +5.3% | +29.1% | +33.5% |
| 3M | +37.7% | +3.1% | +34.6% | +37.9% |
| 6M | +34.9% | -16.5% | +51.4% | +32.5% |
| YTD | -1.6% | -9.2% | +7.5% | -2.8% |
| 1Y | +7.1% | -26.5% | +33.6% | +3.1% |
| All | +7.1% | -27.1% | +34.2% | +3.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling