+48.7%
TMUS vs CLF
-42.3%
+91.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.9% | -4.7% | +0.1% |
| 7D | +9.5% | -9.1% | +18.6% | +9.7% |
| 30D | +13.8% | -0.9% | +14.7% | +13.6% |
| 3M | -4.6% | +3.0% | -7.5% | -4.9% |
| 6M | -11.7% | +16.7% | -28.4% | -12.6% |
| YTD | -15.4% | -3.2% | -12.2% | -15.8% |
| 1Y | -16.1% | +24.6% | -40.7% | -18.1% |
| 3Y | +20.5% | -22.3% | +42.8% | +19.1% |
| 5Y | +48.7% | -41.2% | +89.9% | +50.8% |
| All | +48.7% | -42.3% | +91.1% | +50.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling