+21.4%
TMUS vs CRS
+343.5%
-322.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.0% | -0.7% |
| 7D | +4.9% | +4.8% | +0.1% | +5.0% |
| 30D | +7.7% | -23.2% | +30.9% | +7.1% |
| 3M | -6.8% | -45.5% | +38.7% | -7.9% |
| 6M | -9.7% | -33.1% | +23.4% | -10.8% |
| YTD | -15.0% | -7.2% | -7.7% | -16.2% |
| 1Y | -19.1% | -10.0% | -9.1% | -20.3% |
| 3Y | +21.4% | +332.3% | -310.9% | +19.0% |
| All | +21.4% | +343.5% | -322.0% | +19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 3y: compounded portfolio wealth divided by compounded CRS 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…
3y analysis · Full analysis span regression · 6 months rolling