-26.5%
TMUS vs SBAC
-3.2%
-23.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.1% | -2.4% | -3.3% |
| 7D | +0.1% | -0.8% | +0.9% | +0.2% |
| 30D | +5.3% | +6.9% | -1.7% | +4.1% |
| 3M | +3.1% | -8.2% | +11.4% | +3.5% |
| 6M | -16.5% | -1.6% | -14.8% | -14.3% |
| YTD | -9.2% | -0.1% | -9.0% | -6.9% |
| 1Y | -26.5% | -0.5% | -26.0% | -25.1% |
| All | -26.5% | -3.2% | -23.3% | -25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 1y: compounded portfolio wealth divided by compounded SBAC 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…
1y analysis · Full analysis span regression · 6 months rolling