-26.5%
TMUS vs SN
+46.4%
-72.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.0% | -2.4% | -3.5% |
| 7D | +0.1% | -9.3% | +9.4% | -0.6% |
| 30D | +5.3% | -4.8% | +10.0% | +4.9% |
| 3M | +3.1% | +40.4% | -37.3% | +5.6% |
| 6M | -16.5% | +50.9% | -67.4% | -13.6% |
| YTD | -9.2% | +54.9% | -64.1% | -5.7% |
| 1Y | -26.5% | +43.0% | -69.5% | -20.2% |
| All | -26.5% | +46.4% | -72.9% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 1y: compounded portfolio wealth divided by compounded SN 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…
1y analysis · Full analysis span regression · 6 months rolling