-16.1%
TMUS vs SMR
-83.7%
+67.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.0% | +4.3% | -0.1% |
| 7D | +9.5% | -2.8% | +12.3% | +9.4% |
| 30D | +13.8% | -27.5% | +41.3% | +11.1% |
| 3M | -4.6% | -43.1% | +38.6% | -8.1% |
| 6M | -11.7% | -58.4% | +46.7% | -15.7% |
| YTD | -15.4% | -63.2% | +47.8% | -19.1% |
| 1Y | -16.1% | -81.6% | +65.5% | -20.9% |
| All | -16.1% | -83.7% | +67.6% | -20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling