+39.5%
TMUS vs ALM
+2,063.1%
-2,023.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.5% | -1.9% | -3.4% |
| 7D | +0.1% | -2.6% | +2.7% | +0.1% |
| 30D | +5.3% | +32.0% | -26.8% | +4.9% |
| 3M | +3.1% | -15.0% | +18.2% | +3.3% |
| 6M | -16.5% | -10.1% | -6.3% | -16.5% |
| YTD | -9.2% | +99.4% | -108.6% | -11.4% |
| 1Y | -26.5% | +316.4% | -342.8% | -29.9% |
| All | +39.5% | +2,063.1% | -2,023.7% | +27.3% |
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