+41.0%
TMUS vs ALLY
-9.5%
+50.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.0% |
| 7D | +3.6% | +0.9% | +2.6% | +3.5% |
| 30D | -3.4% | +3.1% | -6.5% | -3.7% |
| 3M | -9.5% | -12.6% | +3.1% | -8.4% |
| 6M | -15.2% | -12.4% | -2.7% | -14.3% |
| YTD | -18.9% | -13.2% | -5.8% | -18.1% |
| 1Y | -17.7% | +1.8% | -19.5% | -18.3% |
| 3Y | +15.6% | +58.0% | -42.3% | +5.8% |
| All | +41.0% | -9.5% | +50.5% | +44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling