-19.1%
TMUS vs SN
+141.7%
-160.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.5% | -0.5% |
| 7D | +4.9% | +1.5% | +3.4% | +5.0% |
| 30D | +7.7% | +21.5% | -13.8% | +8.8% |
| 3M | -6.8% | +20.0% | -26.8% | -6.0% |
| 6M | -9.7% | +119.9% | -129.6% | -3.9% |
| YTD | -15.0% | +102.3% | -117.3% | -9.1% |
| 1Y | -19.1% | +148.0% | -167.1% | -11.9% |
| All | -19.1% | +141.7% | -160.9% | -11.9% |
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