+15.6%
TMUS vs ABCL
+156.0%
-140.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.7% | -5.9% | +1.3% |
| 7D | +3.6% | -3.2% | +6.7% | +3.5% |
| 30D | -3.4% | -7.4% | +4.0% | -3.4% |
| 3M | -9.5% | +81.9% | -91.4% | -6.5% |
| 6M | -15.2% | +135.7% | -150.9% | -10.9% |
| YTD | -18.9% | +247.4% | -266.3% | -13.1% |
| 1Y | -17.7% | +162.3% | -180.0% | -12.3% |
| 3Y | +15.6% | +165.5% | -149.8% | +24.5% |
| All | +15.6% | +156.0% | -140.4% | +24.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling