+240.8%
TMUS vs CRL
+353.6%
-112.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.4% | +0.5% |
| 7D | +9.5% | -1.7% | +11.2% | +9.6% |
| 30D | +13.8% | +14.6% | -0.8% | +10.9% |
| 3M | -4.6% | +24.8% | -29.4% | -8.5% |
| 6M | -11.7% | +94.7% | -106.4% | -22.0% |
| YTD | -15.4% | +73.4% | -88.7% | -24.5% |
| 1Y | -16.1% | +104.7% | -120.8% | -27.8% |
| 3Y | +20.5% | +101.1% | -80.6% | -2.7% |
| 5Y | +48.7% | -10.8% | +59.5% | +51.5% |
| 10Y | +240.8% | +358.8% | -118.0% | +88.1% |
| All | +240.8% | +353.6% | -112.8% | +88.1% |
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