+512.1%
ABT vs TMUS
+359.0%
+153.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.0% | +0.1% |
| 7D | -3.7% | +0.1% | -3.8% | -3.7% |
| 30D | +2.5% | +5.3% | -2.8% | +1.7% |
| 3M | +20.2% | +3.1% | +17.0% | +19.5% |
| 6M | -2.9% | -16.5% | +13.5% | -0.8% |
| YTD | -11.9% | -9.2% | -2.8% | -11.1% |
| 1Y | -16.5% | -26.5% | +9.9% | -13.3% |
| 3Y | +12.1% | +39.0% | -26.9% | +6.2% |
| 5Y | -7.4% | +40.4% | -47.8% | -12.8% |
| 10Y | +210.7% | +303.7% | -93.0% | +158.1% |
| All | +512.1% | +359.0% | +153.1% | +351.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling