+221.4%
TMUS vs CLX
+20.0%
+201.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | +3.6% | +13.6% | -10.0% | +0.7% |
| 30D | -3.4% | +23.4% | -26.7% | -7.6% |
| 3M | -9.5% | -2.8% | -6.6% | -9.1% |
| 6M | -15.2% | +14.0% | -29.2% | -17.8% |
| YTD | -18.9% | +4.2% | -23.1% | -20.2% |
| 1Y | -17.7% | -1.2% | -16.5% | -18.2% |
| 3Y | +15.6% | -12.7% | +28.3% | +17.3% |
| 5Y | +38.9% | -26.5% | +65.4% | +43.4% |
| All | +221.4% | +20.0% | +201.4% | +177.7% |
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