+238.4%
TMUS vs ALLE
+222.4%
+16.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.1% |
| 7D | +3.6% | -0.6% | +4.1% | +3.7% |
| 30D | -3.4% | +25.3% | -28.7% | -9.4% |
| 3M | -9.5% | +10.3% | -19.7% | -12.1% |
| 6M | -15.2% | +38.0% | -53.2% | -23.4% |
| YTD | -18.9% | +17.8% | -36.7% | -23.7% |
| 1Y | -17.7% | +13.6% | -31.3% | -21.7% |
| 3Y | +15.6% | +89.2% | -73.6% | -9.0% |
| 5Y | +38.9% | +51.1% | -12.2% | +16.1% |
| All | +238.4% | +222.4% | +16.0% | +122.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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