+42.0%
TMUS vs SAP
+55.2%
-13.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.6% | -3.3% |
| 7D | +0.1% | -2.9% | +3.0% | +0.5% |
| 30D | +5.3% | +9.0% | -3.8% | +3.8% |
| 3M | +3.1% | +14.9% | -11.8% | +0.3% |
| 6M | -16.5% | +11.9% | -28.4% | -18.5% |
| YTD | -9.2% | -9.9% | +0.7% | -8.5% |
| 1Y | -26.5% | -19.5% | -6.9% | -24.4% |
| 3Y | +39.0% | +61.8% | -22.8% | +18.6% |
| All | +42.0% | +55.2% | -13.3% | +16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling