+244.6%
TMUS vs SFM
+140.8%
+103.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.5% | -1.6% | +1.4% |
| 7D | +8.2% | -7.1% | +15.2% | +9.0% |
| 30D | +13.4% | -21.4% | +34.8% | +15.9% |
| 3M | -3.0% | -40.1% | +37.1% | +1.8% |
| 6M | -8.8% | -38.0% | +29.2% | -4.8% |
| YTD | -13.8% | -36.5% | +22.7% | -10.7% |
| 1Y | -17.1% | -35.2% | +18.1% | -14.2% |
| 3Y | +22.7% | +23.5% | -0.8% | +16.8% |
| 5Y | +52.8% | +109.7% | -56.9% | +34.1% |
| 10Y | +244.6% | +132.6% | +112.1% | +189.1% |
| All | +244.6% | +140.8% | +103.9% | +189.1% |
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