+309.1%
TMUS vs SFM
+293.3%
+15.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.5% | +6.6% | +0.8% |
| 7D | -0.3% | -5.8% | +5.6% | +0.3% |
| 30D | +3.1% | -11.4% | +14.5% | +4.3% |
| 3M | +2.4% | -12.2% | +14.6% | +3.5% |
| 6M | -17.1% | -5.2% | -11.9% | -17.1% |
| YTD | -9.1% | -4.5% | -4.6% | -9.4% |
| 1Y | -23.6% | -45.4% | +21.8% | -19.4% |
| 3Y | +38.8% | +91.1% | -52.2% | +27.0% |
| 5Y | +43.0% | +226.8% | -183.8% | +20.6% |
| 10Y | +309.1% | +291.9% | +17.2% | +218.5% |
| All | +309.1% | +293.3% | +15.8% | +218.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling