+234.7%
TMUS vs SMTC
+365.8%
-131.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +12.8% | -8.7% | +3.2% |
| 7D | +5.3% | -4.8% | +10.2% | +5.4% |
| 30D | +13.5% | -37.8% | +51.4% | +16.9% |
| 3M | -4.2% | -16.5% | +12.2% | -4.6% |
| 6M | -11.9% | -4.4% | -7.5% | -14.7% |
| YTD | -15.6% | +58.0% | -73.6% | -23.4% |
| 1Y | -16.8% | +62.0% | -78.8% | -24.9% |
| 3Y | +20.8% | +745.7% | -724.9% | -26.0% |
| 5Y | +48.0% | +29.0% | +19.0% | +32.2% |
| 10Y | +234.7% | +351.4% | -116.6% | +112.0% |
| All | +234.7% | +365.8% | -131.1% | +112.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling