+308.5%
TMUS vs ALB
+74.5%
+234.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.4% | +1.0% | -3.0% |
| 7D | +0.1% | -8.1% | +8.1% | +0.9% |
| 30D | +5.3% | +6.3% | -1.0% | +4.6% |
| 3M | +3.1% | -23.6% | +26.7% | +5.5% |
| 6M | -16.5% | -24.6% | +8.2% | -14.8% |
| YTD | -9.2% | -10.3% | +1.1% | -9.5% |
| 1Y | -26.5% | +61.5% | -87.9% | -32.0% |
| 3Y | +39.0% | -34.0% | +73.0% | +39.9% |
| 5Y | +40.4% | -44.6% | +85.0% | +39.8% |
| All | +308.5% | +74.5% | +234.0% | +186.9% |
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