+24.4%
ALAB vs TMUS
-16.3%
+40.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.1% |
| 7D | -7.5% | +9.5% | -17.0% | +1.4% |
| 30D | -36.8% | +13.8% | -50.6% | -26.3% |
| 3M | -31.9% | -4.6% | -27.3% | -32.9% |
| 6M | +8.2% | -11.7% | +19.9% | +1.8% |
| YTD | +29.9% | -15.4% | +45.3% | +20.7% |
| 1Y | +24.4% | -16.1% | +40.6% | +14.7% |
| All | +24.4% | -16.3% | +40.7% | +14.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling