+3,062.3%
SMH vs TMUS
+327.5%
+2,734.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -6.7% | +9.5% | -16.2% | -8.7% |
| 30D | -19.8% | +13.8% | -33.6% | -22.6% |
| 3M | -15.1% | -4.6% | -10.5% | -15.0% |
| 6M | -14.6% | -11.7% | -2.9% | -13.8% |
| YTD | +34.3% | -15.4% | +49.7% | +36.0% |
| 1Y | +35.2% | -16.1% | +51.3% | +37.1% |
| 3Y | +211.7% | +20.5% | +191.2% | +183.1% |
| 5Y | +240.5% | +48.7% | +191.7% | +191.7% |
| 10Y | +1,487.3% | +240.8% | +1,246.6% | +1,023.0% |
| All | +3,062.3% | +327.5% | +2,734.8% | +1,668.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling