+240.8%
TMUS vs ALB
+34.3%
+206.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.2% | +4.4% | +0.6% |
| 7D | +9.5% | +5.3% | +4.2% | +9.0% |
| 30D | +13.8% | -6.3% | +20.1% | +14.4% |
| 3M | -4.6% | -27.4% | +22.8% | -2.0% |
| 6M | -11.7% | -53.1% | +41.4% | -5.7% |
| YTD | -15.4% | -32.3% | +16.9% | -13.7% |
| 1Y | -16.1% | -7.3% | -8.8% | -17.4% |
| 3Y | +20.5% | -14.9% | +35.4% | +14.3% |
| 5Y | +48.7% | -62.0% | +110.8% | +54.8% |
| 10Y | +240.8% | +33.0% | +207.8% | +159.7% |
| All | +240.8% | +34.3% | +206.5% | +159.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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