-17.9%
TMUS vs SN
+136.6%
-154.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | -0.8% |
| 7D | +6.5% | +1.4% | +5.1% | +6.6% |
| 30D | +11.3% | +16.6% | -5.3% | +12.2% |
| 3M | -2.9% | +18.3% | -21.2% | -2.1% |
| 6M | -10.5% | +103.1% | -113.6% | -5.2% |
| YTD | -14.4% | +96.7% | -111.1% | -8.5% |
| 1Y | -17.9% | +134.3% | -152.2% | -10.4% |
| All | -17.9% | +136.6% | -154.5% | -10.4% |
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