+320.5%
TMUS vs SM
+16.4%
+304.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.5% | -0.9% | -3.2% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | +5.3% | +26.3% | -21.1% | +2.4% |
| 3M | +3.1% | +8.7% | -5.5% | +1.7% |
| 6M | -16.5% | +51.7% | -68.1% | -21.0% |
| YTD | -9.2% | +99.0% | -108.2% | -16.8% |
| 1Y | -26.5% | +34.6% | -61.1% | -30.0% |
| 3Y | +39.0% | -7.8% | +46.8% | +34.5% |
| 5Y | +40.4% | +104.8% | -64.4% | +18.8% |
| 10Y | +303.7% | +7.2% | +296.5% | +181.0% |
| All | +320.5% | +16.4% | +304.0% | +79.0% |
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