+272.0%
TMUS vs CL
+364.4%
-92.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | +9.0% | +5.9% | +3.1% | +5.6% |
| 30D | -3.2% | +13.8% | -17.0% | -9.9% |
| 3M | -6.9% | +6.4% | -13.3% | -10.1% |
| 6M | -16.4% | +15.6% | -32.1% | -23.1% |
| YTD | -19.6% | +27.9% | -47.5% | -30.6% |
| 1Y | -19.9% | +31.4% | -51.3% | -32.1% |
| 3Y | +14.5% | +41.4% | -26.9% | -8.7% |
| 5Y | +37.7% | +42.8% | -5.1% | +7.5% |
| 10Y | +242.2% | +79.7% | +162.6% | +121.5% |
| All | +272.0% | +364.4% | -92.5% | +8.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling