-16.1%
TMUS vs ALK
-5.3%
-10.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | +9.5% | +12.9% | -3.4% | +9.9% |
| 30D | +13.8% | +5.5% | +8.3% | +13.5% |
| 3M | -4.6% | -12.1% | +7.5% | -6.0% |
| 6M | -11.7% | +1.7% | -13.4% | -11.3% |
| YTD | -15.4% | -17.4% | +2.0% | -17.6% |
| 1Y | -16.1% | -1.9% | -14.2% | -18.1% |
| All | -16.1% | -5.3% | -10.9% | -18.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling