+42.0%
TMUS vs ALLY
+1.6%
+40.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.3% | -3.8% | -3.5% |
| 7D | +0.1% | +3.7% | -3.6% | -0.2% |
| 30D | +5.3% | -2.3% | +7.5% | +5.5% |
| 3M | +3.1% | +3.8% | -0.7% | +2.8% |
| 6M | -16.5% | +9.7% | -26.2% | -17.3% |
| YTD | -9.2% | -1.4% | -7.7% | -9.2% |
| 1Y | -26.5% | +8.2% | -34.7% | -27.4% |
| 3Y | +39.0% | +66.5% | -27.5% | +26.8% |
| All | +42.0% | +1.6% | +40.4% | +43.9% |
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