+320.5%
TMUS vs CLF
-54.3%
+374.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.8% | -5.2% | -3.7% |
| 7D | +0.1% | +7.6% | -7.5% | -0.9% |
| 30D | +5.3% | -1.2% | +6.4% | +5.3% |
| 3M | +3.1% | -13.4% | +16.5% | +4.1% |
| 6M | -16.5% | +15.4% | -31.9% | -19.5% |
| YTD | -9.2% | -5.9% | -3.3% | -10.8% |
| 1Y | -26.5% | +18.8% | -45.3% | -31.2% |
| 3Y | +39.0% | -19.4% | +58.4% | +30.8% |
| 5Y | +40.4% | -47.7% | +88.1% | +35.4% |
| 10Y | +303.7% | +130.4% | +173.3% | +162.0% |
| All | +320.5% | -54.3% | +374.7% | +98.5% |
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