+41.0%
TMUS vs SMTC
+13.5%
+27.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +12.7% | -11.9% | +1.0% |
| 7D | +3.6% | -19.0% | +22.5% | +3.4% |
| 30D | -3.4% | -46.7% | +43.4% | -3.4% |
| 3M | -9.5% | -23.4% | +14.0% | -9.8% |
| 6M | -15.2% | -13.4% | -1.8% | -16.1% |
| YTD | -18.9% | +40.1% | -59.0% | -21.1% |
| 1Y | -17.7% | +47.7% | -65.4% | -20.1% |
| 3Y | +15.6% | +606.9% | -591.3% | -5.5% |
| All | +41.0% | +13.5% | +27.5% | +46.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling