+308.5%
TMUS vs CRL
+255.5%
+53.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.7% | -1.8% | -3.2% |
| 7D | +0.1% | -1.0% | +1.1% | +0.3% |
| 30D | +5.3% | +10.7% | -5.4% | +3.4% |
| 3M | +3.1% | +55.3% | -52.1% | -4.9% |
| 6M | -16.5% | +60.7% | -77.1% | -24.1% |
| YTD | -9.2% | +44.6% | -53.8% | -16.3% |
| 1Y | -26.5% | +77.7% | -104.2% | -35.6% |
| 3Y | +39.0% | +37.6% | +1.4% | +22.7% |
| 5Y | +40.4% | -35.8% | +76.2% | +55.7% |
| All | +308.5% | +255.5% | +53.0% | +130.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling