+1,346.9%
TMUS vs SCHG
+1,135.4%
+211.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.6% |
| 7D | -0.3% | -0.1% | -0.2% | -0.2% |
| 30D | +3.1% | -1.5% | +4.6% | +4.2% |
| 3M | +2.4% | +4.4% | -2.0% | -0.9% |
| 6M | -17.1% | +15.7% | -32.8% | -26.0% |
| YTD | -9.1% | +8.3% | -17.4% | -15.2% |
| 1Y | -23.6% | +14.2% | -37.8% | -32.0% |
| 3Y | +38.8% | +88.3% | -49.4% | -20.4% |
| 5Y | +43.0% | +83.5% | -40.5% | -19.8% |
| 10Y | +309.1% | +444.2% | -135.1% | -31.4% |
| All | +1,346.9% | +1,135.4% | +211.5% | -12.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling