+238.4%
TMUS vs CL
+74.1%
+164.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.0% | +1.9% |
| 7D | +3.6% | +1.3% | +2.2% | +2.9% |
| 30D | -3.4% | +11.4% | -14.7% | -7.8% |
| 3M | -9.5% | +4.4% | -13.9% | -11.2% |
| 6M | -15.2% | +10.8% | -26.0% | -19.0% |
| YTD | -18.9% | +25.1% | -44.1% | -27.0% |
| 1Y | -17.7% | +28.0% | -45.7% | -26.7% |
| 3Y | +15.6% | +37.6% | -22.0% | -1.6% |
| 5Y | +38.9% | +39.7% | -0.8% | +16.2% |
| All | +238.4% | +74.1% | +164.4% | +158.4% |
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