+240.8%
TMUS vs CLX
+26.5%
+214.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | 0.0% |
| 7D | +9.5% | +13.6% | -4.1% | +6.5% |
| 30D | +13.8% | +29.1% | -15.3% | +7.7% |
| 3M | -4.6% | +1.6% | -6.2% | -5.1% |
| 6M | -11.7% | +18.7% | -30.4% | -15.2% |
| YTD | -15.4% | +11.1% | -26.5% | -17.9% |
| 1Y | -16.1% | +7.0% | -23.1% | -18.0% |
| 3Y | +20.5% | -10.0% | +30.5% | +21.3% |
| 5Y | +48.7% | -22.6% | +71.4% | +52.0% |
| 10Y | +240.8% | +29.3% | +211.5% | +188.1% |
| All | +240.8% | +26.5% | +214.3% | +188.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 10y: compounded portfolio wealth divided by compounded CLX 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…
10y analysis · Full analysis span regression · 6 months rolling