+305.7%
TMUS vs SRE
+124.1%
+181.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.2% |
| 7D | -5.8% | -0.7% | -5.1% | -5.6% |
| 30D | -0.2% | -1.7% | +1.5% | +0.2% |
| 3M | -4.0% | -7.1% | +3.1% | -2.1% |
| 6M | -18.1% | -8.4% | -9.7% | -16.3% |
| YTD | -11.3% | -3.5% | -7.8% | -10.8% |
| 1Y | -24.7% | +5.4% | -30.1% | -26.4% |
| 3Y | +35.4% | +29.5% | +5.9% | +21.7% |
| 5Y | +42.4% | +48.3% | -5.9% | +22.0% |
| All | +305.7% | +124.1% | +181.6% | +226.4% |
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