+36.7%
TMUS vs CRH
+70.5%
-33.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.0% | +1.9% | +2.9% |
| 7D | +0.4% | -6.1% | +6.5% | +0.8% |
| 30D | +3.5% | -9.3% | +12.8% | +4.1% |
| 3M | -1.3% | -15.2% | +13.9% | -0.4% |
| 6M | -13.6% | -14.2% | +0.6% | -13.0% |
| YTD | -8.8% | -28.3% | +19.5% | -7.1% |
| 1Y | -22.9% | -21.8% | -1.1% | -22.1% |
| 3Y | +36.7% | +71.6% | -34.9% | +24.0% |
| All | +36.7% | +70.5% | -33.8% | +24.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling