+244.6%
TMUS vs SM
+10.6%
+234.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.6% | -3.7% | +1.5% |
| 7D | +8.2% | +0.3% | +7.8% | +8.1% |
| 30D | +13.4% | -17.3% | +30.7% | +14.3% |
| 3M | -3.0% | -3.6% | +0.5% | -3.1% |
| 6M | -8.8% | +2.9% | -11.7% | -9.4% |
| YTD | -13.8% | +70.2% | -84.1% | -16.9% |
| 1Y | -17.1% | +66.5% | -83.6% | -20.0% |
| 3Y | +22.7% | -8.2% | +30.9% | +20.7% |
| 5Y | +52.8% | -1.5% | +54.3% | +47.4% |
| 10Y | +244.6% | +11.9% | +232.7% | +164.1% |
| All | +244.6% | +10.6% | +234.1% | +164.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling