-21.2%
TMUS vs SFM
-35.8%
+14.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.6% | -0.6% | +2.7% |
| 7D | +7.5% | -12.3% | +19.7% | +8.0% |
| 30D | -3.3% | -16.2% | +12.9% | -2.3% |
| 3M | -9.7% | -36.8% | +27.1% | -7.5% |
| 6M | -17.2% | -32.6% | +15.4% | -15.5% |
| YTD | -20.3% | -31.7% | +11.4% | -19.0% |
| 1Y | -21.2% | -35.0% | +13.8% | -19.0% |
| All | -21.2% | -35.8% | +14.6% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling