+14.6%
TMUS vs CLF
-34.5%
+49.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -12.2% | +13.1% | +0.5% |
| 7D | +9.0% | -21.0% | +30.0% | +8.3% |
| 30D | -3.2% | -8.0% | +4.8% | -3.4% |
| 3M | -6.9% | -10.9% | +4.0% | -7.1% |
| 6M | -16.4% | +5.8% | -22.2% | -16.2% |
| YTD | -19.6% | -15.1% | -4.5% | -19.2% |
| 1Y | -19.9% | +7.2% | -27.1% | -20.0% |
| All | +14.6% | -34.5% | +49.1% | +12.8% |
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