+267.2%
ALAB vs TMUS
+11.0%
+256.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.8% |
| 7D | +26.9% | +6.5% | +20.4% | +31.9% |
| 30D | -30.0% | +11.3% | -41.3% | -23.6% |
| 3M | -28.5% | -2.9% | -25.7% | -27.7% |
| 6M | +11.4% | -10.5% | +22.0% | +10.9% |
| YTD | +36.9% | -14.4% | +51.3% | +36.3% |
| 1Y | +44.4% | -17.9% | +62.2% | +42.2% |
| All | +267.2% | +11.0% | +256.2% | +391.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling