+234.7%
TMUS vs SM
+4.9%
+229.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.7% | +6.9% | +4.3% |
| 7D | +5.3% | -22.3% | +27.6% | +6.7% |
| 30D | +13.5% | -21.4% | +34.9% | +14.8% |
| 3M | -4.2% | +1.4% | -5.6% | -4.6% |
| 6M | -11.9% | +0.1% | -12.0% | -12.3% |
| YTD | -15.6% | +59.0% | -74.5% | -18.3% |
| 1Y | -16.8% | +64.3% | -81.1% | -19.6% |
| 3Y | +20.8% | -13.1% | +33.9% | +19.2% |
| 5Y | +48.0% | -13.9% | +61.9% | +43.8% |
| 10Y | +234.7% | +1.7% | +233.0% | +156.1% |
| All | +234.7% | +4.9% | +229.8% | +156.1% |
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