+244.6%
TMUS vs SO
+195.2%
+49.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.7% |
| 7D | +8.2% | +0.8% | +7.4% | +7.9% |
| 30D | +13.4% | +7.8% | +5.5% | +10.5% |
| 3M | -3.0% | +2.9% | -6.0% | -4.0% |
| 6M | -8.8% | +2.5% | -11.2% | -9.6% |
| YTD | -13.8% | +10.3% | -24.1% | -17.0% |
| 1Y | -17.1% | +6.4% | -23.4% | -19.1% |
| 3Y | +22.7% | +52.8% | -30.1% | +5.4% |
| 5Y | +52.8% | +78.7% | -25.8% | +23.9% |
| 10Y | +244.6% | +196.3% | +48.3% | +156.2% |
| All | +244.6% | +195.2% | +49.4% | +156.2% |
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