-17.1%
TMUS vs SAN
+19.5%
-36.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.5% | +1.8% |
| 7D | +8.2% | +3.4% | +4.8% | +8.4% |
| 30D | +13.4% | -6.3% | +19.6% | +12.3% |
| 3M | -3.0% | -14.1% | +11.1% | -4.9% |
| 6M | -8.8% | +4.2% | -12.9% | -7.4% |
| YTD | -13.8% | +9.0% | -22.9% | -12.4% |
| 1Y | -17.1% | +18.8% | -35.8% | -15.4% |
| All | -17.1% | +19.5% | -36.6% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 1y: compounded portfolio wealth divided by compounded SAN 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…
1y analysis · Full analysis span regression · 6 months rolling