+296.2%
TMUS vs SO
+477.6%
-181.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | 0.0% |
| 7D | +6.5% | -0.9% | +7.4% | +7.0% |
| 30D | +11.3% | +4.9% | +6.3% | +9.0% |
| 3M | -2.9% | +0.8% | -3.7% | -3.3% |
| 6M | -10.5% | +0.6% | -11.1% | -10.9% |
| YTD | -14.4% | +8.7% | -23.1% | -17.8% |
| 1Y | -17.9% | +4.0% | -21.8% | -19.6% |
| 3Y | +21.9% | +50.6% | -28.7% | +0.6% |
| 5Y | +52.1% | +77.5% | -25.4% | +15.3% |
| 10Y | +242.4% | +192.0% | +50.4% | +92.3% |
| All | +296.2% | +477.6% | -181.4% | +41.3% |
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 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