-21.2%
TMUS vs CL
+33.4%
-54.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.3% | -0.2% | +1.4% |
| 7D | +7.5% | +7.7% | -0.2% | +3.8% |
| 30D | -3.3% | +15.2% | -18.6% | -8.7% |
| 3M | -9.7% | +7.3% | -17.0% | -12.3% |
| 6M | -17.2% | +17.0% | -34.2% | -21.7% |
| YTD | -20.3% | +28.0% | -48.3% | -25.2% |
| 1Y | -21.2% | +32.1% | -53.3% | -26.6% |
| All | -21.2% | +33.4% | -54.6% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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