+23.0%
TMUS vs SAP
+69.1%
-46.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.7% | +1.8% |
| 7D | +8.2% | -2.5% | +10.6% | +8.4% |
| 30D | +13.4% | +7.5% | +5.9% | +12.8% |
| 3M | -3.0% | +11.6% | -14.7% | -3.8% |
| 6M | -8.8% | +37.6% | -46.4% | -11.2% |
| YTD | -13.8% | -2.0% | -11.9% | -14.8% |
| 1Y | -17.1% | -6.4% | -10.7% | -17.7% |
| All | +23.0% | +69.1% | -46.1% | +26.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling