+338.0%
SMH vs TMUS
+42.2%
+295.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.4% |
| 7D | +4.3% | -5.3% | +9.6% | +4.9% |
| 30D | +0.9% | +0.1% | +0.8% | +0.8% |
| 3M | -2.8% | -0.6% | -2.2% | -3.3% |
| 6M | +45.6% | -17.5% | +63.2% | +50.0% |
| YTD | +59.5% | -11.3% | +70.7% | +61.0% |
| 1Y | +93.4% | -25.4% | +118.8% | +104.5% |
| 3Y | +287.1% | +35.5% | +251.6% | +211.6% |
| 5Y | +338.0% | +41.9% | +296.1% | +253.1% |
| All | +338.0% | +42.2% | +295.9% | +253.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling