+42.0%
TMUS vs ALLE
+13.7%
+28.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.0% | -4.5% | -3.6% |
| 7D | +0.1% | -0.2% | +0.3% | +0.1% |
| 30D | +5.3% | -6.8% | +12.0% | +6.6% |
| 3M | +3.1% | +21.0% | -17.9% | -1.2% |
| 6M | -16.5% | +1.1% | -17.6% | -16.8% |
| YTD | -9.2% | -0.5% | -8.6% | -9.5% |
| 1Y | -26.5% | -7.3% | -19.2% | -25.5% |
| 3Y | +39.0% | +42.3% | -3.2% | +23.7% |
| All | +42.0% | +13.7% | +28.2% | +37.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling