+39.5%
TMUS vs CL
+30.5%
+9.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.5% | -2.0% | -2.9% |
| 7D | +0.1% | -2.2% | +2.3% | +1.0% |
| 30D | +5.3% | -4.8% | +10.1% | +7.3% |
| 3M | +3.1% | +4.9% | -1.8% | +1.4% |
| 6M | -16.5% | -5.7% | -10.7% | -14.6% |
| YTD | -9.2% | +14.4% | -23.5% | -13.6% |
| 1Y | -26.5% | +8.7% | -35.2% | -28.9% |
| All | +39.5% | +30.5% | +9.0% | +30.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling