+41.0%
TMUS vs ALC
-11.2%
+52.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +1.3% |
| 7D | +3.6% | +4.9% | -1.3% | +2.6% |
| 30D | -3.4% | +19.0% | -22.3% | -6.6% |
| 3M | -9.5% | +7.8% | -17.2% | -10.8% |
| 6M | -15.2% | +14.6% | -29.8% | -17.5% |
| YTD | -18.9% | -4.4% | -14.5% | -18.8% |
| 1Y | -17.7% | +1.4% | -19.1% | -18.7% |
| 3Y | +15.6% | +2.5% | +13.1% | +11.6% |
| All | +41.0% | -11.2% | +52.2% | +38.6% |
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 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