-21.2%
TMUS vs SM
+70.4%
-91.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -15.3% | +18.4% | +3.6% |
| 7D | +7.5% | -21.5% | +29.0% | +8.4% |
| 30D | -3.3% | -11.4% | +8.1% | -3.3% |
| 3M | -9.7% | +0.6% | -10.3% | -10.0% |
| 6M | -17.2% | +0.2% | -17.5% | -17.8% |
| YTD | -20.3% | +69.7% | -90.0% | -22.6% |
| 1Y | -21.2% | +71.6% | -92.8% | -23.8% |
| All | -21.2% | +70.4% | -91.6% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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