+272.0%
TMUS vs CLF
-58.8%
+330.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -12.2% | +13.1% | +2.5% |
| 7D | +9.0% | -21.0% | +30.0% | +12.1% |
| 30D | -3.2% | -8.0% | +4.8% | -3.0% |
| 3M | -6.9% | -10.9% | +4.0% | -6.7% |
| 6M | -16.4% | +5.8% | -22.2% | -19.1% |
| YTD | -19.6% | -15.1% | -4.5% | -20.9% |
| 1Y | -19.9% | +7.2% | -27.1% | -24.0% |
| 3Y | +14.5% | -34.2% | +48.7% | +9.9% |
| 5Y | +37.7% | -49.6% | +87.3% | +32.3% |
| 10Y | +242.2% | +109.9% | +132.3% | +123.6% |
| All | +272.0% | -58.8% | +330.7% | +76.1% |
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