-21.2%
TMUS vs SMTC
+70.8%
-92.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -12.9% | +16.0% | +1.6% |
| 7D | +7.5% | -24.5% | +32.0% | +4.6% |
| 30D | -3.3% | -42.5% | +39.1% | -7.6% |
| 3M | -9.7% | -14.1% | +4.4% | -10.4% |
| 6M | -17.2% | +3.6% | -20.8% | -17.3% |
| YTD | -20.3% | +50.6% | -70.9% | -18.6% |
| 1Y | -21.2% | +72.2% | -93.5% | -17.9% |
| All | -21.2% | +70.8% | -92.1% | -17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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