+39.5%
TMUS vs ALLE
+42.6%
-3.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.0% | -4.5% | -3.5% |
| 7D | +0.1% | -0.2% | +0.3% | +0.1% |
| 30D | +5.3% | -6.8% | +12.0% | +5.7% |
| 3M | +3.1% | +21.0% | -17.9% | +1.4% |
| 6M | -16.5% | +1.1% | -17.6% | -16.0% |
| YTD | -9.2% | -0.5% | -8.6% | -8.7% |
| 1Y | -26.5% | -7.3% | -19.2% | -25.2% |
| All | +39.5% | +42.6% | -3.1% | +31.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling