+244.6%
TMUS vs ALLE
+212.2%
+32.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.6% |
| 7D | +8.2% | -0.8% | +9.0% | +8.4% |
| 30D | +13.4% | +27.4% | -14.0% | +5.9% |
| 3M | -3.0% | +13.8% | -16.9% | -6.7% |
| 6M | -8.8% | +45.5% | -54.3% | -18.8% |
| YTD | -13.8% | +21.4% | -35.2% | -19.6% |
| 1Y | -17.1% | +15.4% | -32.4% | -21.4% |
| 3Y | +22.7% | +91.7% | -69.0% | -3.7% |
| 5Y | +52.8% | +54.5% | -1.7% | +27.0% |
| 10Y | +244.6% | +210.5% | +34.1% | +132.7% |
| All | +244.6% | +212.2% | +32.5% | +132.7% |
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