-26.5%
TMUS vs CRL
+78.8%
-105.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.7% | -1.8% | -3.7% |
| 7D | +0.1% | -1.0% | +1.1% | -0.1% |
| 30D | +5.3% | +10.7% | -5.4% | +6.9% |
| 3M | +3.1% | +55.3% | -52.1% | +10.4% |
| 6M | -16.5% | +60.7% | -77.1% | -9.8% |
| YTD | -9.2% | +44.6% | -53.8% | -2.6% |
| 1Y | -26.5% | +77.7% | -104.2% | -19.9% |
| All | -26.5% | +78.8% | -105.3% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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