+304.4%
TMUS vs ALLE
+144.1%
+160.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.0% | -4.5% | -3.7% |
| 7D | +0.1% | -0.2% | +0.3% | +0.1% |
| 30D | +5.3% | -6.8% | +12.0% | +7.3% |
| 3M | +3.1% | +21.0% | -17.9% | -3.3% |
| 6M | -16.5% | +1.1% | -17.6% | -17.5% |
| YTD | -9.2% | -0.5% | -8.6% | -10.2% |
| 1Y | -26.5% | -7.3% | -19.2% | -25.8% |
| 3Y | +39.0% | +42.3% | -3.2% | +19.3% |
| 5Y | +40.4% | +13.5% | +26.9% | +28.5% |
| All | +304.4% | +144.1% | +160.2% | +178.9% |
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