+42.0%
TMUS vs ALC
-16.0%
+58.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.2% | -1.3% | -3.0% |
| 7D | +0.1% | -2.1% | +2.2% | +0.5% |
| 30D | +5.3% | -0.1% | +5.3% | +5.2% |
| 3M | +3.1% | +5.9% | -2.8% | +1.9% |
| 6M | -16.5% | -15.9% | -0.5% | -13.9% |
| YTD | -9.2% | -10.1% | +0.9% | -7.8% |
| 1Y | -26.5% | -10.2% | -16.3% | -25.5% |
| 3Y | +39.0% | -13.6% | +52.6% | +40.2% |
| All | +42.0% | -16.0% | +58.0% | +39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling