-17.7%
TMUS vs SAN
+16.7%
-34.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +0.6% |
| 7D | +3.6% | +4.9% | -1.4% | +4.1% |
| 30D | -3.4% | -13.0% | +9.6% | -4.9% |
| 3M | -9.5% | -18.9% | +9.4% | -11.5% |
| 6M | -15.2% | -4.1% | -11.0% | -14.7% |
| YTD | -18.9% | +2.6% | -21.5% | -18.0% |
| 1Y | -17.7% | +16.9% | -34.6% | -17.4% |
| All | -17.7% | +16.7% | -34.4% | -17.4% |
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