-21.2%
TMUS vs SAP
-5.6%
-15.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.2% | -1.1% | +2.8% |
| 7D | +7.5% | +1.3% | +6.2% | +7.4% |
| 30D | -3.3% | +15.5% | -18.9% | -4.1% |
| 3M | -9.7% | +22.8% | -32.5% | -10.7% |
| 6M | -17.2% | +42.5% | -59.7% | -19.6% |
| YTD | -20.3% | +0.5% | -20.9% | -23.6% |
| 1Y | -21.2% | -5.9% | -15.3% | -23.7% |
| All | -21.2% | -5.6% | -15.6% | -23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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