+603.2%
TMUS vs SFM
+40.3%
+562.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.8% | +5.7% | +1.4% |
| 7D | +3.6% | -1.2% | +4.8% | +3.6% |
| 30D | -3.4% | -24.8% | +21.4% | -0.7% |
| 3M | -9.5% | -43.7% | +34.2% | -4.2% |
| 6M | -15.2% | -37.3% | +22.1% | -11.6% |
| YTD | -18.9% | -38.4% | +19.4% | -15.6% |
| 1Y | -17.7% | -36.9% | +19.2% | -14.6% |
| 3Y | +15.6% | +20.7% | -5.0% | +10.3% |
| 5Y | +38.9% | +103.5% | -64.6% | +22.3% |
| 10Y | +245.3% | +139.7% | +105.5% | +185.6% |
| All | +603.2% | +40.3% | +562.9% | +537.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling