+234.7%
TMUS vs SO
+184.0%
+50.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.3% | +2.8% | +3.7% |
| 7D | +5.3% | -1.1% | +6.4% | +5.8% |
| 30D | +13.5% | +8.6% | +5.0% | +10.4% |
| 3M | -4.2% | +1.8% | -6.0% | -4.9% |
| 6M | -11.9% | +3.6% | -15.5% | -13.1% |
| YTD | -15.6% | +9.9% | -25.5% | -18.6% |
| 1Y | -16.8% | +5.7% | -22.5% | -18.6% |
| 3Y | +20.8% | +52.5% | -31.7% | +3.8% |
| 5Y | +48.0% | +77.3% | -29.3% | +20.3% |
| 10Y | +234.7% | +186.8% | +47.9% | +150.3% |
| All | +234.7% | +184.0% | +50.8% | +150.3% |
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