+238.9%
CRM vs TMUS
+330.9%
-92.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.9% | -1.0% | +0.7% |
| 7D | -4.4% | +0.4% | -4.9% | -4.6% |
| 30D | +28.1% | +3.5% | +24.6% | +26.2% |
| 3M | +48.8% | -1.3% | +50.1% | +48.9% |
| 6M | +28.3% | -13.6% | +41.9% | +35.1% |
| YTD | -6.0% | -8.8% | +2.7% | -3.9% |
| 1Y | +1.4% | -22.9% | +24.3% | +11.4% |
| 3Y | +11.8% | +36.7% | -24.9% | -10.7% |
| 5Y | -2.0% | +46.6% | -48.6% | -25.5% |
| All | +238.9% | +330.9% | -92.0% | +64.1% |
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 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