-16.3%
TMUS vs SMTC
+57.1%
-73.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +12.8% | -8.7% | +5.4% |
| 7D | +5.3% | -4.8% | +10.2% | +4.9% |
| 30D | +13.5% | -37.8% | +51.4% | +9.4% |
| 3M | -4.2% | -16.5% | +12.2% | -4.9% |
| 6M | -11.9% | -4.4% | -7.5% | -11.7% |
| YTD | -15.6% | +58.0% | -73.6% | -13.3% |
| All | -16.3% | +57.1% | -73.4% | -13.9% |
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