-26.5%
TMUS vs ALC
-10.2%
-16.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.2% | -1.3% | -3.3% |
| 7D | +0.1% | -2.1% | +2.2% | +0.2% |
| 30D | +5.3% | -0.1% | +5.3% | +5.3% |
| 3M | +3.1% | +5.9% | -2.8% | +2.9% |
| 6M | -16.5% | -15.9% | -0.5% | -16.4% |
| YTD | -9.2% | -10.1% | +0.9% | -9.8% |
| 1Y | -26.5% | -10.2% | -16.3% | -27.8% |
| All | -26.5% | -10.2% | -16.3% | -27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling