+41.0%
TMUS vs CL
+39.7%
+1.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.0% | +1.8% |
| 7D | +3.6% | +1.3% | +2.2% | +3.0% |
| 30D | -3.4% | +11.4% | -14.7% | -7.5% |
| 3M | -9.5% | +4.4% | -13.9% | -11.0% |
| 6M | -15.2% | +10.8% | -26.0% | -18.6% |
| YTD | -18.9% | +25.1% | -44.1% | -26.1% |
| 1Y | -17.7% | +28.0% | -45.7% | -25.8% |
| 3Y | +15.6% | +37.6% | -22.0% | +0.1% |
| All | +41.0% | +39.7% | +1.3% | +18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling