+130.2%
TMUS vs SITM
+3,319.5%
-3,189.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.5% | +4.9% | -0.4% |
| 7D | +4.9% | +6.6% | -1.7% | +4.6% |
| 30D | +7.7% | -15.3% | +23.0% | +8.2% |
| 3M | -6.8% | -35.4% | +28.6% | -5.5% |
| 6M | -9.7% | -46.8% | +37.1% | -8.1% |
| YTD | -15.0% | +25.9% | -40.8% | -17.8% |
| 1Y | -19.1% | +54.0% | -73.1% | -22.8% |
| 3Y | +21.4% | +315.6% | -294.2% | +2.7% |
| 5Y | +51.2% | +74.4% | -23.3% | +31.0% |
| All | +130.2% | +3,319.5% | -3,189.3% | +38.8% |
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