-17.9%
TMUS vs SFM
-34.4%
+16.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -0.8% |
| 7D | +6.5% | -0.4% | +6.9% | +6.5% |
| 30D | +11.3% | -19.2% | +30.5% | +12.7% |
| 3M | -2.9% | -40.3% | +37.4% | -0.3% |
| 6M | -10.5% | -40.9% | +30.3% | -8.1% |
| YTD | -14.4% | -35.5% | +21.1% | -12.7% |
| 1Y | -17.9% | -37.4% | +19.5% | -15.8% |
| All | -17.9% | -34.4% | +16.6% | -15.8% |
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