+237.8%
TMUS vs ALB
+32.4%
+205.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.5% |
| 7D | +4.9% | -5.8% | +10.7% | +5.5% |
| 30D | +7.7% | -4.5% | +12.2% | +8.1% |
| 3M | -6.8% | -28.1% | +21.3% | -4.2% |
| 6M | -9.7% | -53.2% | +43.5% | -3.5% |
| YTD | -15.0% | -33.3% | +18.4% | -13.1% |
| 1Y | -19.1% | -17.4% | -1.7% | -19.4% |
| 3Y | +21.4% | -14.1% | +35.6% | +14.9% |
| 5Y | +51.2% | -64.0% | +115.2% | +58.7% |
| All | +237.8% | +32.4% | +205.4% | +149.4% |
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