-21.2%
TMUS vs SGI
-10.7%
-10.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +6.8% | -3.7% | +3.2% |
| 7D | +7.5% | +12.1% | -4.6% | +7.8% |
| 30D | -3.3% | +12.1% | -15.4% | -2.9% |
| 3M | -9.7% | +0.4% | -10.1% | -10.1% |
| 6M | -17.2% | -4.0% | -13.2% | -17.8% |
| YTD | -20.3% | -21.2% | +0.9% | -22.7% |
| 1Y | -21.2% | -12.1% | -9.1% | -22.4% |
| All | -21.2% | -10.7% | -10.5% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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