+15.6%
TMUS vs SN
+397.9%
-382.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.7% | -1.8% | +0.9% |
| 7D | +3.6% | +7.2% | -3.6% | +3.7% |
| 30D | -3.4% | +20.4% | -23.8% | -3.1% |
| 3M | -9.5% | +23.9% | -33.4% | -9.1% |
| 6M | -15.2% | +93.0% | -108.2% | -14.1% |
| YTD | -18.9% | +99.2% | -118.2% | -17.7% |
| 1Y | -17.7% | +142.6% | -160.3% | -16.4% |
| 3Y | +15.6% | +398.8% | -383.2% | +15.0% |
| All | +15.6% | +397.9% | -382.3% | +15.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling