+239.9%
TMUS vs ALLE
+208.6%
+31.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.1% | -0.5% |
| 7D | +6.5% | +1.6% | +4.9% | +6.1% |
| 30D | +11.3% | +24.1% | -12.8% | +4.6% |
| 3M | -2.9% | +14.8% | -17.7% | -6.8% |
| 6M | -10.5% | +45.9% | -56.4% | -20.4% |
| YTD | -14.4% | +20.7% | -35.2% | -20.0% |
| 1Y | -17.9% | +14.2% | -32.1% | -21.9% |
| 3Y | +21.9% | +90.7% | -68.8% | -4.2% |
| 5Y | +52.1% | +50.6% | +1.6% | +27.6% |
| All | +239.9% | +208.6% | +31.3% | +127.9% |
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