+43.0%
TMUS vs SRE
+51.2%
-8.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.4% |
| 7D | -0.3% | +1.4% | -1.7% | -0.6% |
| 30D | +3.1% | +1.9% | +1.2% | +2.5% |
| 3M | +2.4% | -3.3% | +5.7% | +3.1% |
| 6M | -17.1% | -6.4% | -10.7% | -15.9% |
| YTD | -9.1% | -1.8% | -7.3% | -9.0% |
| 1Y | -23.6% | +10.7% | -34.4% | -26.2% |
| 3Y | +38.8% | +31.8% | +7.1% | +23.2% |
| 5Y | +43.0% | +49.2% | -6.2% | +20.5% |
| All | +43.0% | +51.2% | -8.2% | +20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling