+2,348.6%
CRM vs TMUS
+359.4%
+1,989.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.1% | -4.0% | -3.9% |
| 7D | -3.5% | -0.3% | -3.2% | -3.4% |
| 30D | +29.3% | +3.1% | +26.1% | +28.0% |
| 3M | +36.8% | +2.4% | +34.4% | +35.3% |
| 6M | +23.9% | -17.1% | +41.0% | +30.3% |
| YTD | -5.5% | -9.1% | +3.6% | -3.7% |
| 1Y | -0.4% | -23.6% | +23.2% | +6.8% |
| 3Y | +12.8% | +38.8% | -26.1% | -1.6% |
| 5Y | -3.5% | +43.0% | -46.5% | -17.1% |
| 10Y | +238.4% | +309.1% | -70.7% | +110.9% |
| All | +2,348.6% | +359.4% | +1,989.2% | +1,086.5% |
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