+21.4%
TMUS vs SE
+65.6%
-44.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.8% | -0.6% |
| 7D | +4.9% | -0.5% | +5.4% | +4.9% |
| 30D | +7.7% | -20.9% | +28.6% | +8.0% |
| 3M | -6.8% | -38.9% | +32.1% | -6.1% |
| 6M | -9.7% | -19.4% | +9.7% | -9.4% |
| YTD | -15.0% | -40.9% | +26.0% | -14.1% |
| 1Y | -19.1% | -46.2% | +27.1% | -18.1% |
| 3Y | +21.4% | +63.7% | -42.3% | +19.4% |
| All | +21.4% | +65.6% | -44.2% | +19.4% |
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