+51.5%
TMUS vs SMR
+7.6%
+43.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.3% | +0.9% | -2.4% |
| 7D | -5.3% | +13.1% | -18.4% | -5.3% |
| 30D | +0.1% | +17.8% | -17.7% | +0.1% |
| 3M | -0.6% | +8.1% | -8.7% | -0.5% |
| 6M | -17.5% | -11.1% | -6.4% | -17.4% |
| YTD | -11.3% | -23.7% | +12.5% | -11.2% |
| 1Y | -25.4% | -69.4% | +44.0% | -24.7% |
| 3Y | +35.5% | +82.6% | -47.1% | +28.9% |
| All | +51.5% | +7.6% | +43.9% | +47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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