+521.3%
ABT vs TMUS
+335.3%
+186.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.9% | -1.3% |
| 7D | -5.4% | +8.2% | -13.5% | -6.5% |
| 30D | +8.0% | +13.4% | -5.4% | +6.0% |
| 3M | +0.2% | -3.0% | +3.3% | +0.3% |
| 6M | +34.1% | -8.8% | +42.9% | +35.2% |
| YTD | -10.6% | -13.8% | +3.2% | -9.4% |
| 1Y | -11.8% | -17.1% | +5.3% | -10.2% |
| 3Y | +23.9% | +22.7% | +1.2% | +19.0% |
| 5Y | -5.1% | +52.8% | -58.0% | -11.8% |
| 10Y | +228.6% | +244.6% | -16.0% | +177.0% |
| All | +521.3% | +335.3% | +186.0% | +360.3% |
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 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