+51.8%
TMUS vs SBAC
-39.6%
+91.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -0.9% |
| 7D | +4.9% | +0.6% | +4.3% | +4.8% |
| 30D | +7.7% | +5.5% | +2.2% | +6.5% |
| 3M | -6.8% | +3.1% | -9.9% | -7.6% |
| 6M | -9.7% | -7.0% | -2.7% | -8.7% |
| YTD | -15.0% | +0.5% | -15.4% | -15.8% |
| 1Y | -19.1% | +0.2% | -19.4% | -19.9% |
| 3Y | +21.4% | -7.4% | +28.8% | +21.4% |
| All | +51.8% | -39.6% | +91.4% | +67.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling