+193.5%
TMUS vs SE
+379.8%
-186.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.9% | +1.2% | +3.9% |
| 7D | +5.3% | +3.3% | +2.1% | +5.0% |
| 30D | +13.5% | -18.2% | +31.7% | +15.3% |
| 3M | -4.2% | -31.3% | +27.0% | -1.5% |
| 6M | -11.9% | -10.1% | -1.8% | -11.6% |
| YTD | -15.6% | -38.9% | +23.3% | -12.9% |
| 1Y | -16.8% | -48.0% | +31.2% | -13.0% |
| 3Y | +20.8% | +78.8% | -58.0% | +9.8% |
| 5Y | +48.0% | -77.1% | +125.2% | +59.7% |
| All | +193.5% | +379.8% | -186.3% | +102.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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