+1,369.7%
CRWD vs TMUS
+151.8%
+1,217.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | +0.5% |
| 7D | -2.4% | +0.1% | -2.5% | -2.6% |
| 30D | +1.5% | +5.3% | -3.7% | -0.8% |
| 3M | +18.5% | +3.1% | +15.4% | +15.5% |
| 6M | +109.1% | -16.5% | +125.5% | +121.7% |
| YTD | +81.8% | -9.2% | +91.0% | +84.3% |
| 1Y | +106.7% | -26.5% | +133.1% | +130.6% |
| 3Y | +428.7% | +39.0% | +389.7% | +297.1% |
| 5Y | +206.4% | +40.4% | +166.0% | +125.9% |
| All | +1,369.7% | +151.8% | +1,217.9% | +576.1% |
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