+320.5%
TMUS vs SMTC
+935.6%
-615.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +9.2% | -12.7% | -5.1% |
| 7D | +0.1% | +12.7% | -12.7% | -2.2% |
| 30D | +5.3% | +22.0% | -16.7% | +0.4% |
| 3M | +3.1% | -12.7% | +15.8% | +2.6% |
| 6M | -16.5% | +64.8% | -81.2% | -28.2% |
| YTD | -9.2% | +100.7% | -109.9% | -25.6% |
| 1Y | -26.5% | +146.9% | -173.4% | -43.1% |
| 3Y | +39.0% | +456.8% | -417.8% | -27.1% |
| 5Y | +40.4% | +89.2% | -48.9% | -3.4% |
| 10Y | +303.7% | +426.9% | -123.2% | +64.7% |
| All | +320.5% | +935.6% | -615.2% | +12.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling