+234.7%
TMUS vs ALK
-37.5%
+272.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +7.1% | -3.0% | +3.2% |
| 7D | +5.3% | +8.9% | -3.6% | +4.1% |
| 30D | +13.5% | +5.9% | +7.6% | +12.5% |
| 3M | -4.2% | -16.5% | +12.3% | -2.3% |
| 6M | -11.9% | +2.1% | -14.0% | -13.0% |
| YTD | -15.6% | -17.1% | +1.5% | -15.0% |
| 1Y | -16.8% | -2.9% | -13.9% | -18.5% |
| 3Y | +20.8% | +24.5% | -3.7% | +8.4% |
| 5Y | +48.0% | -29.1% | +77.2% | +44.7% |
| 10Y | +234.7% | -39.1% | +273.8% | +203.4% |
| All | +234.7% | -37.5% | +272.2% | +203.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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