+298.8%
TMUS vs CRS
+592.1%
-293.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.5% | -0.7% | +1.2% |
| 7D | +8.2% | +4.4% | +3.8% | +7.0% |
| 30D | +13.4% | -19.1% | +32.5% | +17.8% |
| 3M | -3.0% | -43.2% | +40.2% | +9.3% |
| 6M | -8.8% | -28.9% | +20.1% | -3.6% |
| YTD | -13.8% | -3.0% | -10.9% | -17.0% |
| 1Y | -17.1% | -5.3% | -11.8% | -19.8% |
| 3Y | +22.7% | +363.5% | -340.9% | -27.6% |
| 5Y | +52.8% | +858.2% | -805.3% | -31.0% |
| 10Y | +244.6% | +862.9% | -618.3% | +28.0% |
| All | +298.8% | +592.1% | -293.3% | +21.8% |
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