+490.9%
TMUS vs ALLY
+124.8%
+366.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.3% | -3.8% | -3.5% |
| 7D | +0.1% | +3.7% | -3.6% | -0.6% |
| 30D | +5.3% | -2.3% | +7.5% | +5.7% |
| 3M | +3.1% | +3.8% | -0.7% | +2.3% |
| 6M | -16.5% | +9.7% | -26.2% | -18.2% |
| YTD | -9.2% | -1.4% | -7.7% | -9.5% |
| 1Y | -26.5% | +8.2% | -34.7% | -28.3% |
| 3Y | +39.0% | +66.5% | -27.5% | +20.5% |
| 5Y | +40.4% | +1.2% | +39.2% | +32.1% |
| 10Y | +303.7% | +191.4% | +112.3% | +172.7% |
| All | +490.9% | +124.8% | +366.0% | +320.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling