+44.4%
TMUS vs SMR
-48.1%
+92.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.0% | +4.3% | +0.2% |
| 7D | +9.5% | -2.8% | +12.3% | +9.5% |
| 30D | +13.8% | -27.5% | +41.3% | +13.7% |
| 3M | -4.6% | -43.1% | +38.6% | -4.7% |
| 6M | -11.7% | -58.4% | +46.7% | -11.7% |
| YTD | -15.4% | -63.2% | +47.8% | -15.5% |
| 1Y | -16.1% | -81.6% | +65.5% | -15.5% |
| 3Y | +20.5% | +149.8% | -129.3% | +8.4% |
| All | +44.4% | -48.1% | +92.5% | +40.2% |
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