+687.9%
TMUS vs SFM
+132.6%
+555.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.9% | -6.3% | -3.8% |
| 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% | +2.6% |
| 6M | -16.5% | +6.5% | -22.9% | -17.5% |
| YTD | -9.2% | +2.2% | -11.3% | -10.1% |
| 1Y | -26.5% | -41.9% | +15.4% | -22.9% |
| 3Y | +39.0% | +106.8% | -67.7% | +25.6% |
| 5Y | +40.4% | +231.6% | -191.2% | +17.8% |
| 10Y | +303.7% | +258.4% | +45.3% | +220.6% |
| All | +687.9% | +132.6% | +555.3% | +578.9% |
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 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