+129.0%
TMUS vs SITM
+3,318.8%
-3,189.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +3.0% | +0.3% |
| 7D | +9.5% | -0.1% | +9.6% | +9.4% |
| 30D | +13.8% | -27.4% | +41.2% | +15.0% |
| 3M | -4.6% | -35.6% | +31.0% | -3.3% |
| 6M | -11.7% | -46.6% | +35.0% | -10.2% |
| YTD | -15.4% | +25.8% | -41.2% | -18.2% |
| 1Y | -16.1% | +38.2% | -54.4% | -19.5% |
| 3Y | +20.5% | +311.5% | -291.1% | +2.0% |
| 5Y | +48.7% | +94.6% | -45.9% | +27.3% |
| All | +129.0% | +3,318.8% | -3,189.8% | +38.1% |
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