+296.2%
TMUS vs SAN
+105.1%
+191.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | +0.2% |
| 7D | +6.5% | +1.0% | +5.5% | +6.1% |
| 30D | +11.3% | -9.4% | +20.6% | +14.4% |
| 3M | -2.9% | -17.1% | +14.2% | +2.4% |
| 6M | -10.5% | +2.2% | -12.7% | -12.1% |
| YTD | -14.4% | +6.0% | -20.4% | -18.4% |
| 1Y | -17.9% | +12.7% | -30.6% | -23.4% |
| 3Y | +21.9% | +242.1% | -220.3% | -24.4% |
| 5Y | +52.1% | +293.6% | -241.5% | -14.0% |
| 10Y | +242.4% | +266.1% | -23.7% | +78.5% |
| All | +296.2% | +105.1% | +191.1% | +119.4% |
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 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