+20.8%
TMUS vs ALLY
+61.3%
-40.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.9% | +3.2% | +4.1% |
| 7D | +5.3% | -0.2% | +5.6% | +5.3% |
| 30D | +13.5% | +3.4% | +10.1% | +13.5% |
| 3M | -4.2% | -11.1% | +6.8% | -4.2% |
| 6M | -11.9% | -11.5% | -0.4% | -11.8% |
| YTD | -15.6% | -12.3% | -3.2% | -15.3% |
| 1Y | -16.8% | +1.1% | -17.9% | -16.8% |
| 3Y | +20.8% | +64.8% | -44.0% | +21.2% |
| All | +20.8% | +61.3% | -40.5% | +21.2% |
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