+320.5%
TMUS vs SAP
+510.8%
-190.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.6% | -3.1% |
| 7D | +0.1% | -2.9% | +3.0% | +1.2% |
| 30D | +5.3% | +9.0% | -3.8% | +1.4% |
| 3M | +3.1% | +14.9% | -11.8% | -3.3% |
| 6M | -16.5% | +11.9% | -28.4% | -21.7% |
| YTD | -9.2% | -9.9% | +0.7% | -8.1% |
| 1Y | -26.5% | -19.5% | -6.9% | -22.3% |
| 3Y | +39.0% | +61.8% | -22.8% | +2.7% |
| 5Y | +40.4% | +56.2% | -15.8% | +2.3% |
| 10Y | +303.7% | +180.6% | +123.1% | +99.4% |
| All | +320.5% | +510.8% | -190.4% | +22.3% |
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