+275.3%
TMUS vs CRL
+575.7%
-300.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.8% | -6.9% | -1.1% |
| 7D | +3.6% | -6.1% | +9.7% | +4.8% |
| 30D | -3.4% | +12.4% | -15.8% | -7.1% |
| 3M | -9.5% | +27.1% | -36.6% | -16.1% |
| 6M | -15.2% | +85.7% | -100.9% | -30.0% |
| YTD | -18.9% | +69.2% | -88.1% | -32.7% |
| 1Y | -17.7% | +97.5% | -115.2% | -35.0% |
| 3Y | +15.6% | +86.1% | -70.4% | -15.0% |
| 5Y | +38.9% | -10.0% | +49.0% | +27.8% |
| 10Y | +245.3% | +395.0% | -149.7% | +43.2% |
| All | +275.3% | +575.7% | -300.4% | +17.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling