+37.7%
TMUS vs ALLE
+51.8%
-14.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.9% | +3.8% | +1.4% |
| 7D | +9.0% | 0.0% | +9.0% | +9.0% |
| 30D | -3.2% | +20.6% | -23.8% | -6.4% |
| 3M | -6.9% | +11.4% | -18.3% | -8.8% |
| 6M | -16.4% | +42.5% | -59.0% | -22.1% |
| YTD | -19.6% | +18.9% | -38.5% | -22.4% |
| 1Y | -19.9% | +14.2% | -34.1% | -22.0% |
| 3Y | +14.5% | +90.7% | -76.2% | -4.3% |
| 5Y | +37.7% | +52.5% | -14.8% | +25.1% |
| All | +37.7% | +51.8% | -14.2% | +25.1% |
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