+275.3%
TMUS vs SAP
+562.9%
-287.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.1% | +5.0% | +2.5% |
| 7D | +3.6% | -0.7% | +4.2% | +3.8% |
| 30D | -3.4% | +11.1% | -14.5% | -7.4% |
| 3M | -9.5% | +17.0% | -26.5% | -15.4% |
| 6M | -15.2% | +34.8% | -50.0% | -25.9% |
| YTD | -18.9% | -2.2% | -16.7% | -20.8% |
| 1Y | -17.7% | -6.4% | -11.3% | -18.2% |
| 3Y | +15.6% | +75.1% | -59.5% | -17.2% |
| 5Y | +38.9% | +69.8% | -30.9% | -2.2% |
| 10Y | +245.3% | +219.8% | +25.4% | +60.5% |
| All | +275.3% | +562.9% | -287.6% | +5.4% |
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