+1,817.6%
SMH vs TMUS
+330.9%
+1,486.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.9% | -1.4% | +0.5% |
| 7D | +0.3% | +0.4% | -0.2% | +0.1% |
| 30D | -2.8% | +3.5% | -6.3% | -4.1% |
| 3M | -6.7% | -1.3% | -5.4% | -7.6% |
| 6M | +41.8% | -13.6% | +55.4% | +46.8% |
| YTD | +57.9% | -8.8% | +66.6% | +58.8% |
| 1Y | +87.6% | -22.9% | +110.5% | +101.7% |
| 3Y | +282.9% | +36.7% | +246.2% | +200.9% |
| 5Y | +330.4% | +46.6% | +283.8% | +221.2% |
| All | +1,817.6% | +330.9% | +1,486.7% | +840.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TMUS.
Daily Out/Under-Performance
Portfolio return minus TMUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMUS 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 10y: compounded portfolio wealth divided by compounded TMUS 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…
10y analysis · Full analysis span regression · 6 months rolling