+310.8%
TMUS vs SNY
+113.2%
+197.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.1% |
| 7D | -5.3% | -3.6% | -1.7% | -3.7% |
| 30D | +0.1% | -1.4% | +1.5% | +0.7% |
| 3M | -0.6% | -4.2% | +3.6% | +1.1% |
| 6M | -17.5% | +2.0% | -19.5% | -18.8% |
| YTD | -11.3% | -6.7% | -4.6% | -9.2% |
| 1Y | -25.4% | -4.7% | -20.7% | -24.8% |
| 3Y | +35.5% | -8.1% | +43.6% | +32.5% |
| 5Y | +41.9% | +8.2% | +33.7% | +24.0% |
| 10Y | +317.8% | +64.8% | +253.0% | +175.9% |
| All | +310.8% | +113.2% | +197.6% | +101.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling