+238.4%
TMUS vs ALB
+33.3%
+205.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.8% |
| 7D | +3.6% | +9.1% | -5.5% | +2.8% |
| 30D | -3.4% | -3.4% | 0.0% | -3.1% |
| 3M | -9.5% | -20.6% | +11.1% | -7.8% |
| 6M | -15.2% | -48.2% | +33.0% | -10.3% |
| YTD | -18.9% | -29.2% | +10.3% | -17.6% |
| 1Y | -17.7% | +10.0% | -27.7% | -20.4% |
| 3Y | +15.6% | -12.9% | +28.5% | +9.7% |
| 5Y | +38.9% | -61.3% | +100.2% | +44.5% |
| All | +238.4% | +33.3% | +205.1% | +167.7% |
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