-21.2%
TMUS vs SCHG
+5.5%
-26.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.3% | +1.8% | +3.6% |
| 7D | +7.5% | -2.5% | +10.0% | +6.5% |
| 30D | -3.3% | -5.4% | +2.1% | -5.0% |
| 3M | -9.7% | -2.2% | -7.5% | -10.4% |
| 6M | -17.2% | +5.2% | -22.4% | -15.4% |
| YTD | -20.3% | +6.8% | -27.1% | -16.5% |
| 1Y | -21.2% | +5.9% | -27.1% | -17.4% |
| All | -21.2% | +5.5% | -26.7% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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