-22.9%
TMUS vs SNY
-4.5%
-18.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.9% |
| 7D | +0.4% | -3.3% | +3.8% | +0.9% |
| 30D | +3.5% | -2.2% | +5.7% | +3.9% |
| 3M | -1.3% | -3.0% | +1.7% | -0.9% |
| 6M | -13.6% | +2.7% | -16.4% | -13.6% |
| YTD | -8.8% | -6.8% | -1.9% | -8.4% |
| 1Y | -22.9% | -5.3% | -17.6% | -21.9% |
| All | -22.9% | -4.5% | -18.4% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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