-17.1%
TMUS vs ALC
-4.7%
-12.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.2% | +4.0% | +2.1% |
| 7D | +8.2% | -6.3% | +14.4% | +9.0% |
| 30D | +13.4% | +12.6% | +0.8% | +12.4% |
| 3M | -3.0% | -3.8% | +0.8% | -2.8% |
| 6M | -8.8% | +16.8% | -25.6% | -8.8% |
| YTD | -13.8% | -7.6% | -6.2% | -14.9% |
| 1Y | -17.1% | -5.9% | -11.2% | -18.4% |
| All | -17.1% | -4.7% | -12.4% | -18.4% |
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