+51.8%
TMUS vs CRL
-12.1%
+63.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.6% |
| 7D | +4.9% | +0.1% | +4.8% | +4.9% |
| 30D | +7.7% | +11.9% | -4.2% | +7.2% |
| 3M | -6.8% | +20.2% | -26.9% | -7.5% |
| 6M | -9.7% | +107.5% | -117.2% | -12.6% |
| YTD | -15.0% | +69.4% | -84.4% | -16.9% |
| 1Y | -19.1% | +99.7% | -118.9% | -22.1% |
| 3Y | +21.4% | +98.8% | -77.4% | +12.8% |
| All | +51.8% | -12.1% | +63.9% | +64.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling