+309.1%
TMUS vs SM
+12.3%
+296.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.6% | -3.5% | -0.1% |
| 7D | -0.3% | -0.2% | -0.1% | -0.3% |
| 30D | +3.1% | +31.5% | -28.4% | +1.5% |
| 3M | +2.4% | +17.3% | -14.9% | +1.3% |
| 6M | -17.1% | +48.5% | -65.6% | -19.2% |
| YTD | -9.1% | +106.3% | -115.3% | -13.1% |
| 1Y | -23.6% | +47.3% | -70.9% | -25.8% |
| 3Y | +38.8% | -1.4% | +40.3% | +36.3% |
| 5Y | +43.0% | +114.0% | -71.1% | +32.1% |
| 10Y | +309.1% | +12.5% | +296.6% | +215.4% |
| All | +309.1% | +12.3% | +296.8% | +215.4% |
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