+51.8%
TMUS vs SFM
+116.0%
-64.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -2.0% | -0.8% |
| 7D | +4.9% | +6.0% | -1.1% | +4.3% |
| 30D | +7.7% | -19.5% | +27.2% | +9.5% |
| 3M | -6.8% | -37.0% | +30.2% | -3.3% |
| 6M | -9.7% | -41.0% | +31.3% | -6.0% |
| YTD | -15.0% | -34.6% | +19.7% | -12.6% |
| 1Y | -19.1% | -36.3% | +17.1% | -16.7% |
| 3Y | +21.4% | +24.5% | -3.1% | +19.5% |
| All | +51.8% | +116.0% | -64.2% | +40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling