+38.6%
TMUS vs SN
+490.7%
-452.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.0% | -2.4% | -3.5% |
| 7D | +0.1% | -9.3% | +9.4% | 0.0% |
| 30D | +5.3% | -4.8% | +10.0% | +5.2% |
| 3M | +3.1% | +40.4% | -37.3% | +3.4% |
| 6M | -16.5% | +50.9% | -67.4% | -16.1% |
| YTD | -9.2% | +54.9% | -64.1% | -8.8% |
| 1Y | -26.5% | +43.0% | -69.5% | -26.1% |
| 3Y | +39.0% | +391.8% | -352.8% | +33.5% |
| All | +38.6% | +490.7% | -452.1% | +33.1% |
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