+38.8%
TMUS vs CRS
+653.3%
-614.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.5% | +3.6% | +0.1% |
| 7D | -0.3% | -3.1% | +2.8% | -0.3% |
| 30D | +3.1% | -19.6% | +22.7% | +3.0% |
| 3M | +2.4% | -8.1% | +10.5% | +2.1% |
| 6M | -17.1% | +18.6% | -35.6% | -17.5% |
| YTD | -9.1% | +45.9% | -54.9% | -10.1% |
| 1Y | -23.6% | +82.5% | -106.1% | -25.0% |
| 3Y | +38.8% | +648.9% | -610.1% | +22.4% |
| All | +38.8% | +653.3% | -614.4% | +22.4% |
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