-15.2%
TMUS vs ALM
-60.8%
+45.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.3% | +1.0% |
| 7D | +3.6% | -6.7% | +10.2% | +3.1% |
| 30D | -3.4% | -32.9% | +29.5% | -5.5% |
| 3M | -9.5% | -39.5% | +30.0% | -11.8% |
| 6M | -15.2% | -62.0% | +46.8% | -17.2% |
| All | -15.2% | -60.8% | +45.6% | -17.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling