+39.1%
TMUS vs SMTC
+514.4%
-475.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +9.2% | -12.7% | -3.2% |
| 7D | +0.1% | +12.7% | -12.7% | +0.4% |
| 30D | +5.3% | +22.0% | -16.7% | +5.8% |
| 3M | +3.1% | -12.7% | +15.8% | +3.4% |
| 6M | -16.5% | +64.8% | -81.2% | -15.9% |
| YTD | -9.2% | +100.7% | -109.9% | -8.5% |
| 1Y | -26.5% | +146.9% | -173.4% | -25.9% |
| All | +39.1% | +514.4% | -475.3% | +34.5% |
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