+140.0%
TMUS vs SITM
+4,532.8%
-4,392.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.2% |
| 7D | -5.8% | +4.8% | -10.6% | -6.0% |
| 30D | -0.2% | -9.7% | +9.5% | +0.1% |
| 3M | -4.0% | -9.3% | +5.4% | -4.1% |
| 6M | -18.1% | +69.5% | -87.6% | -21.2% |
| YTD | -11.3% | +70.5% | -81.9% | -15.0% |
| 1Y | -24.7% | +145.3% | -170.0% | -29.8% |
| 3Y | +35.4% | +432.8% | -397.4% | +13.9% |
| 5Y | +42.4% | +174.0% | -131.6% | +19.9% |
| All | +140.0% | +4,532.8% | -4,392.9% | +43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 10y: compounded portfolio wealth divided by compounded SITM 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…
10y analysis · Full analysis span regression · 6 months rolling