+309.1%
TMUS vs CLX
-3.9%
+313.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.4% |
| 7D | -0.3% | -3.5% | +3.3% | +0.5% |
| 30D | +3.1% | -11.9% | +15.0% | +5.9% |
| 3M | +2.4% | -2.6% | +5.0% | +2.9% |
| 6M | -17.1% | -18.2% | +1.1% | -13.8% |
| YTD | -9.1% | -5.9% | -3.2% | -8.4% |
| 1Y | -23.6% | -23.8% | +0.2% | -19.6% |
| 3Y | +38.8% | -33.6% | +72.4% | +49.3% |
| 5Y | +43.0% | -35.7% | +78.6% | +52.3% |
| 10Y | +309.1% | -2.5% | +311.6% | +287.0% |
| All | +309.1% | -3.9% | +313.0% | +287.0% |
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