+42.0%
TMUS vs SE
-68.6%
+110.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.6% | -3.4% |
| 7D | +0.1% | -6.1% | +6.2% | +0.4% |
| 30D | +5.3% | -2.5% | +7.7% | +5.3% |
| 3M | +3.1% | +21.7% | -18.6% | +1.9% |
| 6M | -16.5% | +27.0% | -43.5% | -17.8% |
| YTD | -9.2% | -12.1% | +3.0% | -8.9% |
| 1Y | -26.5% | -40.9% | +14.4% | -24.6% |
| 3Y | +39.0% | +191.0% | -152.0% | +26.4% |
| All | +42.0% | -68.6% | +110.6% | +44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling