+44.1%
TMUS vs SMR
-45.9%
+90.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +7.1% | -3.0% | +4.2% |
| 7D | +5.3% | +1.7% | +3.7% | +5.4% |
| 30D | +13.5% | -24.4% | +38.0% | +13.4% |
| 3M | -4.2% | -44.6% | +40.4% | -4.4% |
| 6M | -11.9% | -56.7% | +44.8% | -11.9% |
| YTD | -15.6% | -61.6% | +46.0% | -15.6% |
| 1Y | -16.8% | -82.1% | +65.3% | -16.1% |
| 3Y | +20.8% | +161.5% | -140.7% | +8.7% |
| All | +44.1% | -45.9% | +90.0% | +39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling