+320.5%
TMUS vs ALB
+285.2%
+35.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.4% | +1.0% | -2.4% |
| 7D | +0.1% | -8.1% | +8.1% | +2.0% |
| 30D | +5.3% | +6.3% | -1.0% | +3.6% |
| 3M | +3.1% | -23.6% | +26.7% | +8.9% |
| 6M | -16.5% | -24.6% | +8.2% | -12.6% |
| YTD | -9.2% | -10.3% | +1.1% | -10.2% |
| 1Y | -26.5% | +61.5% | -87.9% | -38.8% |
| 3Y | +39.0% | -34.0% | +73.0% | +35.1% |
| 5Y | +40.4% | -44.6% | +85.0% | +32.1% |
| 10Y | +303.7% | +76.1% | +227.6% | +102.6% |
| All | +320.5% | +285.2% | +35.3% | +20.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling