+239.9%
TMUS vs CL
+84.7%
+155.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | +6.5% | -0.8% | +7.3% | +6.9% |
| 30D | +11.3% | +9.5% | +1.8% | +6.9% |
| 3M | -2.9% | +6.6% | -9.5% | -5.6% |
| 6M | -10.5% | +13.2% | -23.8% | -15.4% |
| YTD | -14.4% | +26.9% | -41.3% | -23.5% |
| 1Y | -17.9% | +27.6% | -45.5% | -26.9% |
| 3Y | +21.9% | +39.1% | -17.3% | +3.0% |
| 5Y | +52.1% | +41.3% | +10.8% | +26.3% |
| All | +239.9% | +84.7% | +155.2% | +153.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling