+28.8%
TMUS vs SN
+681.9%
-653.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.9% | +1.2% | +4.1% |
| 7D | +5.3% | +7.6% | -2.3% | +5.4% |
| 30D | +13.5% | +24.1% | -10.5% | +13.7% |
| 3M | -4.2% | +23.7% | -27.9% | -4.1% |
| 6M | -11.9% | +105.5% | -117.4% | -11.5% |
| YTD | -15.6% | +105.1% | -120.7% | -15.1% |
| 1Y | -16.8% | +148.3% | -165.1% | -16.4% |
| 3Y | +20.8% | +438.7% | -417.9% | +17.0% |
| All | +28.8% | +681.9% | -653.1% | +24.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling