+275.3%
TMUS vs SM
-4.4%
+279.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.8% |
| 7D | +3.6% | -25.9% | +29.5% | +6.7% |
| 30D | -3.4% | -15.1% | +11.8% | -1.9% |
| 3M | -9.5% | +4.9% | -14.3% | -10.4% |
| 6M | -15.2% | +6.1% | -21.3% | -16.6% |
| YTD | -18.9% | +63.4% | -82.4% | -24.5% |
| 1Y | -17.7% | +72.5% | -90.2% | -23.9% |
| 3Y | +15.6% | -16.9% | +32.5% | +12.9% |
| 5Y | +38.9% | -10.6% | +49.6% | +29.7% |
| 10Y | +245.3% | +11.3% | +234.0% | +134.5% |
| All | +275.3% | -4.4% | +279.7% | +62.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling