-16.3%
TMUS vs ALK
-4.9%
-11.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +7.1% | -3.0% | +4.3% |
| 7D | +5.3% | +8.9% | -3.6% | +5.5% |
| 30D | +13.5% | +5.9% | +7.6% | +13.3% |
| 3M | -4.2% | -16.5% | +12.3% | -6.0% |
| 6M | -11.9% | +2.1% | -14.0% | -11.5% |
| YTD | -15.6% | -17.1% | +1.5% | -17.8% |
| All | -16.3% | -4.9% | -11.4% | -18.3% |
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