+39.5%
TMUS vs SFM
+108.0%
-68.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.9% | -6.3% | -3.7% |
| 7D | +0.1% | -0.1% | +0.2% | +0.1% |
| 30D | +5.3% | -4.4% | +9.6% | +5.6% |
| 3M | +3.1% | +1.5% | +1.6% | +2.7% |
| 6M | -16.5% | +6.5% | -22.9% | -17.4% |
| YTD | -9.2% | +2.2% | -11.3% | -9.9% |
| 1Y | -26.5% | -41.9% | +15.4% | -22.5% |
| All | +39.5% | +108.0% | -68.5% | +34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling