+153.5%
TMUS vs ALC
+27.5%
+126.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.2% | +4.0% | +2.4% |
| 7D | +8.2% | -6.3% | +14.4% | +10.0% |
| 30D | +13.4% | +12.6% | +0.8% | +9.8% |
| 3M | -3.0% | -3.8% | +0.8% | -2.2% |
| 6M | -8.8% | +16.8% | -25.6% | -12.7% |
| YTD | -13.8% | -7.6% | -6.2% | -12.9% |
| 1Y | -17.1% | -5.9% | -11.2% | -16.7% |
| 3Y | +22.7% | +0.6% | +22.1% | +17.6% |
| 5Y | +52.8% | -9.5% | +62.3% | +49.4% |
| All | +153.5% | +27.5% | +126.1% | +115.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling