+51.8%
TMUS vs SAP
+79.5%
-27.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | +4.9% | +0.6% | +4.3% | +4.8% |
| 30D | +7.7% | +6.5% | +1.2% | +6.7% |
| 3M | -6.8% | +12.2% | -19.0% | -8.4% |
| 6M | -9.7% | +46.1% | -55.7% | -15.0% |
| YTD | -15.0% | -1.6% | -13.3% | -15.5% |
| 1Y | -19.1% | -5.1% | -14.0% | -19.1% |
| 3Y | +21.4% | +68.4% | -46.9% | +4.5% |
| All | +51.8% | +79.5% | -27.7% | +16.0% |
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 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