+35.5%
TMUS vs ABCL
-79.6%
+115.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | +9.5% | +2.3% | +7.2% | +9.5% |
| 30D | +13.8% | -0.7% | +14.5% | +13.8% |
| 3M | -4.6% | +33.4% | -38.0% | -4.7% |
| 6M | -11.7% | +137.8% | -149.5% | -12.3% |
| YTD | -15.4% | +264.3% | -279.7% | -16.6% |
| 1Y | -16.1% | +209.2% | -225.3% | -17.1% |
| 3Y | +20.5% | +208.4% | -187.9% | +17.2% |
| 5Y | +48.7% | -11.9% | +60.6% | +49.1% |
| All | +35.5% | -79.6% | +115.1% | +36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling