+21.4%
TMUS vs SMTC
+698.5%
-677.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.4% | -0.8% |
| 7D | +4.9% | +11.0% | -6.1% | +5.4% |
| 30D | +7.7% | -28.5% | +36.2% | +6.6% |
| 3M | -6.8% | -14.2% | +7.4% | -7.0% |
| 6M | -9.7% | -18.0% | +8.3% | -9.7% |
| YTD | -15.0% | +55.5% | -70.5% | -14.3% |
| 1Y | -19.1% | +69.5% | -88.7% | -18.4% |
| 3Y | +21.4% | +699.7% | -678.2% | +20.5% |
| All | +21.4% | +698.5% | -677.1% | +20.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling