+41.9%
TMUS vs CRS
+1,446.1%
-1,404.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -5.3% | -0.5% | -4.8% | -5.3% |
| 30D | +0.1% | -18.1% | +18.2% | +1.2% |
| 3M | -0.6% | -12.4% | +11.8% | -0.2% |
| 6M | -17.5% | +15.9% | -33.5% | -19.0% |
| YTD | -11.3% | +45.8% | -57.1% | -14.5% |
| 1Y | -25.4% | +87.8% | -113.1% | -30.0% |
| 3Y | +35.5% | +648.7% | -613.2% | +5.5% |
| 5Y | +41.9% | +1,416.6% | -1,374.7% | -3.2% |
| All | +41.9% | +1,446.1% | -1,404.2% | -3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling