-17.9%
TMUS vs SMTC
+59.8%
-77.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +4.0% | -1.1% |
| 7D | +6.5% | +30.5% | -24.0% | +9.4% |
| 30D | +11.3% | -30.9% | +42.1% | +8.2% |
| 3M | -2.9% | -14.7% | +11.8% | -3.4% |
| 6M | -10.5% | -9.6% | -1.0% | -10.3% |
| YTD | -14.4% | +62.1% | -76.5% | -12.7% |
| 1Y | -17.9% | +66.6% | -84.5% | -16.3% |
| All | -17.9% | +59.8% | -77.7% | -16.3% |
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