+497.0%
ABBV vs TMUS
+304.7%
+192.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +1.5% |
| 7D | -4.1% | -5.3% | +1.2% | -2.8% |
| 30D | +1.2% | +0.1% | +1.1% | +1.1% |
| 3M | +12.1% | -0.6% | +12.7% | +11.6% |
| 6M | +12.0% | -17.5% | +29.6% | +17.0% |
| YTD | +12.4% | -11.3% | +23.7% | +14.9% |
| 1Y | +22.9% | -25.4% | +48.3% | +31.5% |
| 3Y | +86.8% | +35.5% | +51.2% | +65.6% |
| 5Y | +181.0% | +41.9% | +139.1% | +141.6% |
| 10Y | +497.0% | +317.8% | +179.2% | +263.3% |
| All | +497.0% | +304.7% | +192.3% | +263.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TMUS.
Daily Out/Under-Performance
Portfolio return minus TMUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMUS 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 10y: compounded portfolio wealth divided by compounded TMUS 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…
10y analysis · Full analysis span regression · 6 months rolling