+240.8%
TMUS vs SRE
+117.6%
+123.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | +9.5% | -8.2% | +17.7% | +12.1% |
| 30D | +13.8% | -3.6% | +17.4% | +14.9% |
| 3M | -4.6% | -6.3% | +1.7% | -3.1% |
| 6M | -11.7% | -13.0% | +1.3% | -8.5% |
| YTD | -15.4% | -9.2% | -6.2% | -13.6% |
| 1Y | -16.1% | -13.1% | -3.0% | -13.2% |
| 3Y | +20.5% | +22.4% | -2.0% | +9.7% |
| 5Y | +48.7% | +47.1% | +1.6% | +26.9% |
| 10Y | +240.8% | +121.0% | +119.8% | +179.5% |
| All | +240.8% | +117.6% | +123.2% | +179.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 10y: compounded portfolio wealth divided by compounded SRE 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…
10y analysis · Full analysis span regression · 6 months rolling