+291.7%
TMUS vs SMTC
+694.7%
-403.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.8% | +0.6% |
| 7D | +9.5% | -10.9% | +20.4% | +10.8% |
| 30D | +13.8% | -39.4% | +53.2% | +21.6% |
| 3M | -4.6% | -13.5% | +9.0% | -5.8% |
| 6M | -11.7% | -6.8% | -4.9% | -16.9% |
| YTD | -15.4% | +54.0% | -69.4% | -29.4% |
| 1Y | -16.1% | +50.8% | -66.9% | -30.2% |
| 3Y | +20.5% | +677.3% | -656.9% | -45.1% |
| 5Y | +48.7% | +28.7% | +20.0% | +8.8% |
| 10Y | +240.8% | +339.9% | -99.1% | +36.8% |
| All | +291.7% | +694.7% | -403.1% | +6.3% |
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