+400.4%
ALAB vs TMUS
+17.8%
+382.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -3.5% | +13.2% | +7.3% |
| 7D | +7.2% | +0.1% | +7.1% | +7.6% |
| 30D | -2.5% | +5.3% | -7.8% | +1.4% |
| 3M | -13.3% | +3.1% | -16.4% | -8.3% |
| 6M | +172.8% | -16.5% | +189.3% | +156.1% |
| YTD | +86.6% | -9.2% | +95.7% | +88.3% |
| 1Y | +65.2% | -26.5% | +91.6% | +59.4% |
| All | +400.4% | +17.8% | +382.6% | +578.9% |
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