+134.8%
ABBV vs TMUS
+21.1%
+113.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.1% | -3.5% | +0.2% |
| 7D | +1.5% | +5.3% | -3.8% | +0.9% |
| 30D | +6.7% | +13.5% | -6.8% | +5.0% |
| 3M | +19.9% | -4.2% | +24.2% | +20.2% |
| 6M | +47.5% | -11.9% | +59.3% | +49.2% |
| YTD | +32.2% | -15.6% | +47.8% | +34.7% |
| 1Y | +37.8% | -16.8% | +54.6% | +40.7% |
| 3Y | +134.8% | +20.8% | +114.0% | +91.2% |
| All | +134.8% | +21.1% | +113.6% | +91.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling