+215.8%
TMUS vs SE
+589.8%
-374.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.6% | -3.4% |
| 7D | +0.1% | -6.1% | +6.2% | +0.6% |
| 30D | +5.3% | -2.5% | +7.7% | +5.3% |
| 3M | +3.1% | +21.7% | -18.6% | +1.2% |
| 6M | -16.5% | +27.0% | -43.5% | -18.6% |
| YTD | -9.2% | -12.1% | +3.0% | -8.9% |
| 1Y | -26.5% | -40.9% | +14.4% | -23.8% |
| 3Y | +39.0% | +191.0% | -152.0% | +21.0% |
| 5Y | +40.4% | -68.3% | +108.7% | +47.6% |
| All | +215.8% | +589.8% | -374.0% | +111.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling