+41.0%
TMUS vs CRL
-10.4%
+51.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.8% | -6.9% | +0.7% |
| 7D | +3.6% | -6.1% | +9.7% | +3.7% |
| 30D | -3.4% | +12.4% | -15.8% | -3.8% |
| 3M | -9.5% | +27.1% | -36.6% | -10.3% |
| 6M | -15.2% | +85.7% | -100.9% | -17.4% |
| YTD | -18.9% | +69.2% | -88.1% | -20.8% |
| 1Y | -17.7% | +97.5% | -115.2% | -20.6% |
| 3Y | +15.6% | +86.1% | -70.4% | +8.7% |
| All | +41.0% | -10.4% | +51.3% | +50.2% |
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