+240.8%
TMUS vs SO
+188.2%
+52.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +9.5% | -0.1% | +9.6% | +9.5% |
| 30D | +13.8% | +8.7% | +5.1% | +10.6% |
| 3M | -4.6% | +3.4% | -7.9% | -5.7% |
| 6M | -11.7% | +3.7% | -15.4% | -12.9% |
| YTD | -15.4% | +10.0% | -25.4% | -18.4% |
| 1Y | -16.1% | +6.6% | -22.7% | -18.2% |
| 3Y | +20.5% | +52.5% | -32.0% | +3.6% |
| 5Y | +48.7% | +76.1% | -27.3% | +21.2% |
| 10Y | +240.8% | +194.9% | +45.9% | +153.4% |
| All | +240.8% | +188.2% | +52.6% | +153.4% |
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