+23.0%
TMUS vs ALM
+901.8%
-878.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.8% |
| 7D | +8.2% | -7.2% | +15.3% | +8.2% |
| 30D | +13.4% | -26.4% | +39.7% | +13.4% |
| 3M | -3.0% | -38.6% | +35.6% | -3.0% |
| 6M | -8.8% | -61.0% | +52.2% | -8.3% |
| YTD | -13.8% | -7.4% | -6.5% | -15.9% |
| 1Y | -17.1% | +14.0% | -31.0% | -19.7% |
| All | +23.0% | +901.8% | -878.8% | +11.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling