+298.8%
TMUS vs ALB
+193.7%
+105.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.6% |
| 7D | +8.2% | +1.1% | +7.1% | +7.9% |
| 30D | +13.4% | -2.6% | +15.9% | +13.8% |
| 3M | -3.0% | -25.6% | +22.5% | +3.1% |
| 6M | -8.8% | -54.0% | +45.2% | +7.8% |
| YTD | -13.8% | -31.6% | +17.7% | -9.8% |
| 1Y | -17.1% | -6.6% | -10.5% | -20.1% |
| 3Y | +22.7% | -14.0% | +36.7% | +7.3% |
| 5Y | +52.8% | -62.5% | +115.4% | +59.9% |
| 10Y | +244.6% | +36.3% | +208.3% | +82.4% |
| All | +298.8% | +193.7% | +105.1% | +21.0% |
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