+48.0%
TMUS vs CL
+41.6%
+6.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.4% | +2.7% | +3.5% |
| 7D | +5.3% | +0.5% | +4.8% | +5.1% |
| 30D | +13.5% | +11.6% | +2.0% | +8.6% |
| 3M | -4.2% | +5.6% | -9.8% | -6.3% |
| 6M | -11.9% | +13.2% | -25.0% | -16.2% |
| YTD | -15.6% | +26.9% | -42.5% | -23.6% |
| 1Y | -16.8% | +27.3% | -44.1% | -24.8% |
| 3Y | +20.8% | +39.7% | -18.9% | +3.9% |
| 5Y | +48.0% | +41.3% | +6.7% | +24.1% |
| All | +48.0% | +41.6% | +6.4% | +24.1% |
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