+51.8%
TMUS vs ALLY
-10.0%
+61.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.7% |
| 7D | +4.9% | +0.4% | +4.5% | +4.9% |
| 30D | +7.7% | +5.2% | +2.5% | +7.2% |
| 3M | -6.8% | -13.3% | +6.5% | -5.7% |
| 6M | -9.7% | -6.7% | -3.0% | -9.2% |
| YTD | -15.0% | -12.8% | -2.1% | -14.1% |
| 1Y | -19.1% | +0.7% | -19.8% | -19.6% |
| 3Y | +21.4% | +65.2% | -43.8% | +10.3% |
| All | +51.8% | -10.0% | +61.8% | +56.6% |
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