-16.1%
TMUS vs CRL
+106.9%
-123.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.4% | -0.2% |
| 7D | +9.5% | -1.7% | +11.2% | +9.2% |
| 30D | +13.8% | +14.6% | -0.8% | +16.7% |
| 3M | -4.6% | +24.8% | -29.4% | -0.6% |
| 6M | -11.7% | +94.7% | -106.4% | -0.6% |
| YTD | -15.4% | +73.4% | -88.7% | -5.1% |
| 1Y | -16.1% | +104.7% | -120.8% | -4.5% |
| All | -16.1% | +106.9% | -123.0% | -4.5% |
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