+244.6%
TMUS vs SAP
+231.4%
+13.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.7% | +1.8% |
| 7D | +8.2% | -2.5% | +10.6% | +8.8% |
| 30D | +13.4% | +7.5% | +5.9% | +11.3% |
| 3M | -3.0% | +11.6% | -14.7% | -6.0% |
| 6M | -8.8% | +37.6% | -46.4% | -16.8% |
| YTD | -13.8% | -2.0% | -11.9% | -14.8% |
| 1Y | -17.1% | -6.4% | -10.7% | -16.9% |
| 3Y | +22.7% | +67.7% | -45.0% | -1.6% |
| 5Y | +52.8% | +75.7% | -22.9% | +17.8% |
| 10Y | +244.6% | +229.3% | +15.3% | +108.0% |
| All | +244.6% | +231.4% | +13.2% | +108.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling