-21.2%
TMUS vs CRH
-13.9%
-7.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.6% | -2.6% | +2.9% |
| 7D | +7.5% | +14.2% | -6.7% | +7.4% |
| 30D | -3.3% | +19.5% | -22.9% | -3.3% |
| 3M | -9.7% | +0.4% | -10.0% | -10.0% |
| 6M | -17.2% | -10.1% | -7.1% | -18.1% |
| YTD | -20.3% | -19.9% | -0.4% | -21.9% |
| 1Y | -21.2% | -14.8% | -6.4% | -20.9% |
| All | -21.2% | -13.9% | -7.3% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 1y: compounded portfolio wealth divided by compounded CRH 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…
1y analysis · Full analysis span regression · 6 months rolling