+634.6%
TMUS vs ALLE
+260.9%
+373.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.0% | -4.5% | -3.8% |
| 7D | +0.1% | -0.2% | +0.3% | +0.1% |
| 30D | +5.3% | -6.8% | +12.0% | +7.5% |
| 3M | +3.1% | +21.0% | -17.9% | -3.7% |
| 6M | -16.5% | +1.1% | -17.6% | -17.6% |
| YTD | -9.2% | -0.5% | -8.6% | -10.3% |
| 1Y | -26.5% | -7.3% | -19.2% | -25.8% |
| 3Y | +39.0% | +42.3% | -3.2% | +18.3% |
| 5Y | +40.4% | +13.5% | +26.9% | +27.6% |
| 10Y | +303.7% | +144.0% | +159.7% | +158.8% |
| All | +634.6% | +260.9% | +373.7% | +314.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling