+43.0%
TMUS vs SITM
+168.3%
-125.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.1% |
| 7D | -0.3% | +8.4% | -8.6% | -0.3% |
| 30D | +3.1% | -17.4% | +20.5% | +3.3% |
| 3M | +2.4% | -9.8% | +12.2% | +2.4% |
| 6M | -17.1% | +83.0% | -100.0% | -18.3% |
| YTD | -9.1% | +69.6% | -78.7% | -10.4% |
| 1Y | -23.6% | +144.9% | -168.5% | -25.8% |
| 3Y | +38.8% | +429.9% | -391.0% | +25.9% |
| 5Y | +43.0% | +169.2% | -126.2% | +25.4% |
| All | +43.0% | +168.3% | -125.3% | +25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling