+228.3%
ABT vs TMUS
+235.5%
-7.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.3% | -0.1% |
| 7D | +1.0% | +9.5% | -8.5% | -1.8% |
| 30D | +11.6% | +13.8% | -2.2% | +7.0% |
| 3M | +2.3% | -4.6% | +6.9% | +2.9% |
| 6M | +32.7% | -11.7% | +44.4% | +36.2% |
| YTD | -9.6% | -15.4% | +5.7% | -6.7% |
| 1Y | -10.1% | -16.1% | +6.1% | -6.9% |
| 3Y | +25.2% | +20.5% | +4.7% | +12.3% |
| 5Y | -4.5% | +48.7% | -53.3% | -21.6% |
| 10Y | +228.3% | +240.8% | -12.5% | +110.5% |
| All | +228.3% | +235.5% | -7.2% | +110.5% |
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