+41.0%
TMUS vs ALM
+396.4%
-355.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.3% | +0.9% |
| 7D | +3.6% | -6.7% | +10.2% | +3.6% |
| 30D | -3.4% | -32.9% | +29.5% | -3.0% |
| 3M | -9.5% | -39.5% | +30.0% | -9.1% |
| 6M | -15.2% | -62.0% | +46.8% | -14.2% |
| YTD | -18.9% | -7.8% | -11.1% | -20.6% |
| 1Y | -17.7% | +26.7% | -44.4% | -20.4% |
| 3Y | +15.6% | +825.4% | -809.7% | +2.8% |
| All | +41.0% | +396.4% | -355.4% | +26.5% |
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