+41.0%
TMUS vs SO
+75.0%
-34.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.3% |
| 7D | +3.6% | -1.5% | +5.0% | +4.2% |
| 30D | -3.4% | +8.1% | -11.4% | -6.2% |
| 3M | -9.5% | +0.2% | -9.7% | -9.6% |
| 6M | -15.2% | +0.4% | -15.6% | -15.4% |
| YTD | -18.9% | +8.5% | -27.4% | -21.8% |
| 1Y | -17.7% | +4.9% | -22.6% | -19.6% |
| 3Y | +15.6% | +47.9% | -32.3% | -0.9% |
| All | +41.0% | +75.0% | -34.0% | +10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling