+320.5%
TMUS vs SO
+450.4%
-129.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.7% | -3.1% |
| 7D | +0.1% | -0.2% | +0.2% | +0.2% |
| 30D | +5.3% | -4.6% | +9.8% | +7.4% |
| 3M | +3.1% | -3.0% | +6.2% | +4.4% |
| 6M | -16.5% | -8.3% | -8.2% | -13.5% |
| YTD | -9.2% | +3.5% | -12.7% | -10.9% |
| 1Y | -26.5% | -0.9% | -25.6% | -26.5% |
| 3Y | +39.0% | +45.4% | -6.3% | +16.4% |
| 5Y | +40.4% | +59.6% | -19.2% | +11.5% |
| 10Y | +303.7% | +156.6% | +147.1% | +142.5% |
| All | +320.5% | +450.4% | -129.9% | +53.2% |
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