+39.5%
TMUS vs CLF
-18.8%
+58.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.8% | -5.2% | -3.4% |
| 7D | +0.1% | +7.6% | -7.5% | +0.1% |
| 30D | +5.3% | -1.2% | +6.4% | +5.2% |
| 3M | +3.1% | -13.4% | +16.5% | +3.6% |
| 6M | -16.5% | +15.4% | -31.9% | -16.2% |
| YTD | -9.2% | -5.9% | -3.3% | -8.6% |
| 1Y | -26.5% | +18.8% | -45.3% | -26.8% |
| All | +39.5% | -18.8% | +58.3% | +33.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling