+145.9%
TMUS vs SITM
+4,608.4%
-4,462.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +6.5% | -10.0% | -3.7% |
| 7D | +0.1% | +9.7% | -9.6% | -0.3% |
| 30D | +5.3% | +12.7% | -7.4% | +4.4% |
| 3M | +3.1% | -13.4% | +16.6% | +3.2% |
| 6M | -16.5% | +59.6% | -76.1% | -19.4% |
| YTD | -9.2% | +73.3% | -82.5% | -13.0% |
| 1Y | -26.5% | +165.5% | -192.0% | -31.8% |
| 3Y | +39.0% | +368.7% | -329.7% | +18.4% |
| 5Y | +40.4% | +172.5% | -132.1% | +18.3% |
| All | +145.9% | +4,608.4% | -4,462.5% | +46.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling