+22.6%
TMUS vs SN
+639.7%
-617.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +0.9% |
| 7D | +9.0% | +3.8% | +5.2% | +9.0% |
| 30D | -3.2% | +17.5% | -20.8% | -3.1% |
| 3M | -6.9% | +19.2% | -26.1% | -6.8% |
| 6M | -16.4% | +84.9% | -101.4% | -16.1% |
| YTD | -19.6% | +94.0% | -113.7% | -19.2% |
| 1Y | -19.9% | +151.3% | -171.2% | -19.7% |
| 3Y | +14.5% | +387.1% | -372.5% | +11.1% |
| All | +22.6% | +639.7% | -617.1% | +18.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling