+275.3%
TMUS vs CLF
-58.1%
+333.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.7% |
| 7D | +3.6% | -19.6% | +23.1% | +6.3% |
| 30D | -3.4% | -5.0% | +1.6% | -3.6% |
| 3M | -9.5% | -6.3% | -3.2% | -9.8% |
| 6M | -15.2% | +2.8% | -18.0% | -17.6% |
| YTD | -18.9% | -13.7% | -5.2% | -20.4% |
| 1Y | -17.7% | +13.6% | -31.3% | -22.5% |
| 3Y | +15.6% | -34.0% | +49.6% | +10.9% |
| 5Y | +38.9% | -48.7% | +87.7% | +33.2% |
| 10Y | +245.3% | +113.4% | +131.8% | +125.1% |
| All | +275.3% | -58.1% | +333.3% | +77.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling