+52.1%
TMUS vs ALM
+387.9%
-335.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.5% | +5.8% | -0.6% |
| 7D | +6.5% | -4.0% | +10.5% | +6.5% |
| 30D | +11.3% | -30.5% | +41.8% | +11.6% |
| 3M | -2.9% | -46.9% | +44.0% | -2.3% |
| 6M | -10.5% | -65.5% | +55.0% | -9.4% |
| YTD | -14.4% | -13.4% | -1.0% | -16.1% |
| 1Y | -17.9% | +9.8% | -27.7% | -20.3% |
| 3Y | +21.9% | +783.1% | -761.2% | +8.4% |
| 5Y | +52.1% | +378.3% | -326.2% | +36.9% |
| All | +52.1% | +387.9% | -335.8% | +36.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling