+237.8%
TMUS vs CLF
+74.2%
+163.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | -0.4% |
| 7D | +4.9% | +10.4% | -5.5% | +4.2% |
| 30D | +7.7% | +0.6% | +7.2% | +7.2% |
| 3M | -6.8% | +4.1% | -10.9% | -7.7% |
| 6M | -9.7% | +15.1% | -24.8% | -11.8% |
| YTD | -15.0% | -4.7% | -10.2% | -16.3% |
| 1Y | -19.1% | +20.4% | -39.5% | -22.3% |
| 3Y | +21.4% | -23.4% | +44.8% | +17.5% |
| 5Y | +51.2% | -43.3% | +94.4% | +47.5% |
| All | +237.8% | +74.2% | +163.6% | +152.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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