+275.3%
TMUS vs SO
+476.8%
-201.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.4% |
| 7D | +3.6% | -1.5% | +5.0% | +4.2% |
| 30D | -3.4% | +8.1% | -11.4% | -6.5% |
| 3M | -9.5% | +0.2% | -9.7% | -9.6% |
| 6M | -15.2% | +0.4% | -15.6% | -15.5% |
| YTD | -18.9% | +8.5% | -27.4% | -22.1% |
| 1Y | -17.7% | +4.9% | -22.6% | -19.8% |
| 3Y | +15.6% | +47.9% | -32.3% | -3.8% |
| 5Y | +38.9% | +75.7% | -36.8% | +5.7% |
| 10Y | +245.3% | +178.0% | +67.3% | +99.2% |
| All | +275.3% | +476.8% | -201.5% | +33.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling