+15.6%
TMUS vs SE
+64.9%
-49.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | +3.6% | +2.0% | +1.6% | +3.5% |
| 30D | -3.4% | -20.0% | +16.6% | -3.1% |
| 3M | -9.5% | -31.8% | +22.3% | -9.0% |
| 6M | -15.2% | -15.9% | +0.7% | -14.9% |
| YTD | -18.9% | -40.6% | +21.7% | -18.1% |
| 1Y | -17.7% | -50.7% | +33.0% | -16.5% |
| 3Y | +15.6% | +70.3% | -54.6% | +13.7% |
| All | +15.6% | +64.9% | -49.3% | +13.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling