+320.5%
TMUS vs CRS
+978.6%
-658.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.7% | -5.1% | -3.9% |
| 7D | +0.1% | -0.2% | +0.3% | +0.1% |
| 30D | +5.3% | -16.6% | +21.9% | +9.7% |
| 3M | +3.1% | -3.5% | +6.6% | +3.0% |
| 6M | -16.5% | +15.4% | -31.9% | -21.1% |
| YTD | -9.2% | +51.2% | -60.4% | -20.2% |
| 1Y | -26.5% | +98.3% | -124.8% | -40.7% |
| 3Y | +39.0% | +651.5% | -612.5% | -26.3% |
| 5Y | +40.4% | +1,411.1% | -1,370.7% | -42.7% |
| 10Y | +303.7% | +1,424.3% | -1,120.6% | +34.3% |
| All | +320.5% | +978.6% | -658.1% | +17.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling