+29.8%
TMUS vs ABCL
-80.5%
+110.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.7% | -5.9% | +0.9% |
| 7D | +3.6% | -3.2% | +6.7% | +3.6% |
| 30D | -3.4% | -7.4% | +4.0% | -3.3% |
| 3M | -9.5% | +81.9% | -91.4% | -9.8% |
| 6M | -15.2% | +135.7% | -150.9% | -15.9% |
| YTD | -18.9% | +247.4% | -266.3% | -20.1% |
| 1Y | -17.7% | +162.3% | -180.0% | -18.5% |
| 3Y | +15.6% | +165.5% | -149.8% | +13.2% |
| 5Y | +38.9% | -21.3% | +60.2% | +39.2% |
| All | +29.8% | -80.5% | +110.4% | +31.0% |
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