+14.6%
TMUS vs ALLY
+57.0%
-42.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +0.9% |
| 7D | +9.0% | -1.1% | +10.2% | +9.0% |
| 30D | -3.2% | +4.2% | -7.4% | -3.3% |
| 3M | -6.9% | -12.4% | +5.5% | -6.9% |
| 6M | -16.4% | -8.7% | -7.8% | -16.3% |
| YTD | -19.6% | -11.6% | -8.0% | -19.4% |
| 1Y | -19.9% | +0.2% | -20.1% | -19.9% |
| All | +14.6% | +57.0% | -42.4% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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