+36.2%
TMUS vs ABCL
-81.2%
+117.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.6% |
| 7D | +4.9% | -3.3% | +8.2% | +4.9% |
| 30D | +7.7% | -7.1% | +14.8% | +7.7% |
| 3M | -6.8% | +4.7% | -11.5% | -6.9% |
| 6M | -9.7% | +140.9% | -150.6% | -10.5% |
| YTD | -15.0% | +236.0% | -250.9% | -16.2% |
| 1Y | -19.1% | +217.4% | -236.5% | -20.3% |
| 3Y | +21.4% | +188.7% | -167.3% | +18.0% |
| 5Y | +51.2% | -23.5% | +74.7% | +51.5% |
| All | +36.2% | -81.2% | +117.4% | +37.4% |
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