+234.1%
ABT vs TMUS
+244.6%
-10.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.4% |
| 7D | -1.3% | +4.9% | -6.2% | -2.7% |
| 30D | +6.0% | +7.7% | -1.7% | +3.4% |
| 3M | -1.9% | -6.8% | +4.9% | -0.5% |
| 6M | +31.2% | -9.7% | +40.9% | +33.6% |
| YTD | -11.2% | -15.0% | +3.7% | -8.5% |
| 1Y | -14.0% | -19.1% | +5.2% | -9.8% |
| 3Y | +20.7% | +21.4% | -0.8% | +7.9% |
| 5Y | -6.7% | +51.2% | -57.8% | -23.8% |
| All | +234.1% | +244.6% | -10.5% | +112.7% |
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