+320.5%
TMUS vs CLX
+157.8%
+162.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.3% | -2.2% | -3.0% |
| 7D | +0.1% | -9.2% | +9.3% | +3.5% |
| 30D | +5.3% | -11.0% | +16.3% | +9.6% |
| 3M | +3.1% | +5.0% | -1.9% | +1.1% |
| 6M | -16.5% | -18.8% | +2.4% | -10.8% |
| YTD | -9.2% | -4.4% | -4.8% | -8.9% |
| 1Y | -26.5% | -21.9% | -4.6% | -20.7% |
| 3Y | +39.0% | -32.8% | +71.8% | +55.9% |
| 5Y | +40.4% | -34.6% | +74.9% | +54.1% |
| 10Y | +303.7% | -4.7% | +308.4% | +232.5% |
| All | +320.5% | +157.8% | +162.6% | +63.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling