+320.5%
TMUS vs SRE
+375.9%
-55.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.8% | -3.2% |
| 7D | +0.1% | -0.3% | +0.4% | +0.2% |
| 30D | +5.3% | -0.7% | +6.0% | +5.4% |
| 3M | +3.1% | -6.3% | +9.4% | +5.7% |
| 6M | -16.5% | -10.7% | -5.8% | -12.7% |
| YTD | -9.2% | -3.5% | -5.7% | -8.5% |
| 1Y | -26.5% | +5.3% | -31.8% | -29.0% |
| 3Y | +39.0% | +31.8% | +7.2% | +16.7% |
| 5Y | +40.4% | +47.4% | -7.0% | +9.6% |
| 10Y | +303.7% | +120.6% | +183.1% | +132.3% |
| All | +320.5% | +375.9% | -55.4% | +37.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling