-16.1%
TMUS vs SN
+140.3%
-156.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.2% |
| 7D | +9.5% | +7.6% | +1.9% | +9.9% |
| 30D | +13.8% | +22.4% | -8.6% | +15.1% |
| 3M | -4.6% | +21.7% | -26.2% | -3.6% |
| 6M | -11.7% | +102.8% | -114.5% | -6.3% |
| YTD | -15.4% | +102.4% | -117.8% | -8.9% |
| 1Y | -16.1% | +139.0% | -155.1% | -7.3% |
| All | -16.1% | +140.3% | -156.5% | -7.3% |
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