+320.5%
TMUS vs SAN
+149.4%
+171.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.7% | -3.2% |
| 7D | +0.1% | +1.8% | -1.7% | -0.5% |
| 30D | +5.3% | +2.0% | +3.3% | +4.6% |
| 3M | +3.1% | +19.7% | -16.6% | -3.0% |
| 6M | -16.5% | +30.6% | -47.1% | -24.3% |
| YTD | -9.2% | +28.8% | -38.0% | -18.1% |
| 1Y | -26.5% | +57.8% | -84.2% | -38.3% |
| 3Y | +39.0% | +338.1% | -299.1% | -20.1% |
| 5Y | +40.4% | +384.2% | -343.8% | -25.6% |
| 10Y | +303.7% | +353.1% | -49.4% | +97.2% |
| All | +320.5% | +149.4% | +171.1% | +120.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling