-19.1%
TMUS vs ALLE
+15.3%
-34.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.5% |
| 7D | +4.9% | +3.6% | +1.3% | +5.2% |
| 30D | +7.7% | +25.9% | -18.2% | +10.6% |
| 3M | -6.8% | +15.8% | -22.5% | -5.7% |
| 6M | -9.7% | +48.1% | -57.8% | -4.4% |
| YTD | -15.0% | +22.0% | -36.9% | -11.1% |
| 1Y | -19.1% | +18.0% | -37.2% | -16.0% |
| All | -19.1% | +15.3% | -34.5% | -16.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling