+308.5%
TMUS vs ALK
-35.2%
+343.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.5% | -5.0% | -3.7% |
| 7D | +0.1% | -0.7% | +0.7% | +0.2% |
| 30D | +5.3% | -19.2% | +24.5% | +8.1% |
| 3M | +3.1% | -1.5% | +4.7% | +2.8% |
| 6M | -16.5% | -13.1% | -3.4% | -15.8% |
| YTD | -9.2% | -16.4% | +7.3% | -8.5% |
| 1Y | -26.5% | -33.1% | +6.6% | -23.6% |
| 3Y | +39.0% | +0.6% | +38.4% | +30.0% |
| 5Y | +40.4% | -26.4% | +66.8% | +36.4% |
| All | +308.5% | -35.2% | +343.7% | +269.1% |
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