-8.8%
TMUS vs CRS
-28.2%
+19.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.5% | -0.7% | +2.1% |
| 7D | +8.2% | +4.4% | +3.8% | +8.5% |
| 30D | +13.4% | -19.1% | +32.5% | +9.9% |
| 3M | -3.0% | -43.2% | +40.2% | -10.6% |
| 6M | -8.8% | -28.9% | +20.1% | -17.4% |
| All | -8.8% | -28.2% | +19.4% | -17.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling