-19.1%
TMUS vs SO
+5.1%
-24.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -1.1% |
| 7D | +4.9% | +1.4% | +3.5% | +4.3% |
| 30D | +7.7% | +4.7% | +3.0% | +5.9% |
| 3M | -6.8% | +1.7% | -8.5% | -7.2% |
| 6M | -9.7% | +2.2% | -11.8% | -10.2% |
| YTD | -15.0% | +10.0% | -24.9% | -18.6% |
| 1Y | -19.1% | +6.0% | -25.2% | -21.1% |
| All | -19.1% | +5.1% | -24.2% | -21.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling