+308.5%
TMUS vs SO
+154.8%
+153.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.7% | -3.2% |
| 7D | +0.1% | -0.2% | +0.2% | +0.2% |
| 30D | +5.3% | -4.6% | +9.8% | +7.0% |
| 3M | +3.1% | -3.0% | +6.2% | +4.2% |
| 6M | -16.5% | -8.3% | -8.2% | -14.0% |
| YTD | -9.2% | +3.5% | -12.7% | -10.5% |
| 1Y | -26.5% | -0.9% | -25.6% | -26.5% |
| 3Y | +39.0% | +45.4% | -6.3% | +21.3% |
| 5Y | +40.4% | +59.6% | -19.2% | +18.0% |
| All | +308.5% | +154.8% | +153.7% | +215.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 10y: compounded portfolio wealth divided by compounded SO 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…
10y analysis · Full analysis span regression · 6 months rolling