+275.3%
TMUS vs ALB
+203.7%
+71.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.7% |
| 7D | +3.6% | +9.1% | -5.5% | +1.5% |
| 30D | -3.4% | -3.4% | 0.0% | -2.8% |
| 3M | -9.5% | -20.6% | +11.1% | -5.2% |
| 6M | -15.2% | -48.2% | +33.0% | -2.6% |
| YTD | -18.9% | -29.2% | +10.3% | -15.7% |
| 1Y | -17.7% | +10.0% | -27.7% | -23.9% |
| 3Y | +15.6% | -12.9% | +28.5% | +1.1% |
| 5Y | +38.9% | -61.3% | +100.2% | +44.2% |
| 10Y | +245.3% | +35.8% | +209.5% | +84.2% |
| All | +275.3% | +203.7% | +71.5% | +13.0% |
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