+309.1%
TMUS vs SBAC
+76.8%
+232.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -0.3% | -0.1% | -0.2% | -0.3% |
| 30D | +3.1% | +3.2% | -0.1% | +2.2% |
| 3M | +2.4% | -5.1% | +7.5% | +3.7% |
| 6M | -17.1% | -2.1% | -15.0% | -17.4% |
| YTD | -9.1% | -0.5% | -8.6% | -10.0% |
| 1Y | -23.6% | +1.1% | -24.7% | -24.8% |
| 3Y | +38.8% | -7.4% | +46.3% | +37.7% |
| 5Y | +43.0% | -44.3% | +87.3% | +63.7% |
| 10Y | +309.1% | +77.6% | +231.5% | +285.9% |
| All | +309.1% | +76.8% | +232.3% | +285.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling