+52.1%
TMUS vs ALC
-9.8%
+61.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.5% |
| 7D | +6.5% | -6.2% | +12.7% | +7.8% |
| 30D | +11.3% | +14.0% | -2.8% | +8.5% |
| 3M | -2.9% | -2.4% | -0.5% | -2.5% |
| 6M | -10.5% | +12.6% | -23.1% | -12.7% |
| YTD | -14.4% | -8.4% | -6.0% | -13.5% |
| 1Y | -17.9% | -9.1% | -8.7% | -17.0% |
| 3Y | +21.9% | -0.3% | +22.1% | +18.0% |
| 5Y | +52.1% | -9.9% | +62.1% | +48.8% |
| All | +52.1% | -9.8% | +61.9% | +48.8% |
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 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