-24.7%
TMUS vs SITM
+140.9%
-165.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | 0.0% |
| 7D | -5.8% | +4.8% | -10.6% | -5.5% |
| 30D | -0.2% | -9.7% | +9.5% | -0.6% |
| 3M | -4.0% | -9.3% | +5.4% | -4.0% |
| 6M | -18.1% | +69.5% | -87.6% | -14.0% |
| YTD | -11.3% | +70.5% | -81.9% | -6.3% |
| 1Y | -24.7% | +145.3% | -170.0% | -19.5% |
| All | -24.7% | +140.9% | -165.7% | -19.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling