+272.0%
TMUS vs ALK
+355.5%
-83.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.2% | +4.1% | +1.5% |
| 7D | +9.0% | +7.1% | +2.0% | +7.5% |
| 30D | -3.2% | -3.0% | -0.2% | -2.8% |
| 3M | -6.9% | -25.6% | +18.8% | -1.9% |
| 6M | -16.4% | +0.5% | -16.9% | -17.8% |
| YTD | -19.6% | -23.1% | +3.4% | -17.9% |
| 1Y | -19.9% | -7.5% | -12.4% | -21.6% |
| 3Y | +14.5% | +15.3% | -0.8% | +1.4% |
| 5Y | +37.7% | -34.8% | +72.5% | +35.4% |
| 10Y | +242.2% | -41.2% | +283.4% | +211.9% |
| All | +272.0% | +355.5% | -83.5% | +86.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling