+309.1%
TMUS vs SMTC
+493.3%
-184.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +10.0% | -9.9% | -0.8% |
| 7D | -0.3% | +22.9% | -23.2% | -2.1% |
| 30D | +3.1% | +16.6% | -13.5% | +1.2% |
| 3M | +2.4% | +2.4% | 0.0% | +0.9% |
| 6M | -17.1% | +98.3% | -115.3% | -24.8% |
| YTD | -9.1% | +120.7% | -129.8% | -18.9% |
| 1Y | -23.6% | +168.3% | -191.9% | -33.9% |
| 3Y | +38.8% | +571.7% | -532.9% | -7.5% |
| 5Y | +43.0% | +114.0% | -71.0% | +19.5% |
| 10Y | +309.1% | +497.0% | -187.9% | +127.2% |
| All | +309.1% | +493.3% | -184.2% | +127.2% |
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