+296.2%
TMUS vs SAP
+564.6%
-268.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.6% |
| 7D | +6.5% | -3.9% | +10.4% | +8.1% |
| 30D | +11.3% | +6.5% | +4.7% | +8.4% |
| 3M | -2.9% | +14.7% | -17.5% | -8.4% |
| 6M | -10.5% | +39.9% | -50.5% | -23.0% |
| YTD | -14.4% | -2.0% | -12.4% | -16.5% |
| 1Y | -17.9% | -6.0% | -11.9% | -18.5% |
| 3Y | +21.9% | +67.7% | -45.8% | -10.9% |
| 5Y | +52.1% | +78.8% | -26.7% | +4.5% |
| 10Y | +242.4% | +229.3% | +13.1% | +56.7% |
| All | +296.2% | +564.6% | -268.5% | +11.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling