-21.2%
TMUS vs ALM
+44.8%
-66.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.2% | +1.9% | +3.1% |
| 7D | +7.5% | -6.4% | +13.9% | +7.1% |
| 30D | -3.3% | -35.0% | +31.7% | -5.0% |
| 3M | -9.7% | -33.8% | +24.1% | -11.0% |
| 6M | -17.2% | -55.0% | +37.8% | -18.9% |
| YTD | -20.3% | -0.2% | -20.1% | -23.6% |
| 1Y | -21.2% | +41.8% | -63.0% | -26.7% |
| All | -21.2% | +44.8% | -66.0% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling