+320.5%
TMUS vs SYY
+310.9%
+9.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.3% | -2.2% | -2.9% |
| 7D | +0.1% | -2.3% | +2.4% | +1.0% |
| 30D | +5.3% | -4.9% | +10.2% | +7.4% |
| 3M | +3.1% | +8.4% | -5.2% | -0.3% |
| 6M | -16.5% | -7.4% | -9.1% | -14.7% |
| YTD | -9.2% | +11.0% | -20.1% | -14.6% |
| 1Y | -26.5% | -0.2% | -26.3% | -27.7% |
| 3Y | +39.0% | +23.8% | +15.2% | +22.8% |
| 5Y | +40.4% | +18.1% | +22.2% | +24.2% |
| 10Y | +303.7% | +94.6% | +209.1% | +137.2% |
| All | +320.5% | +310.9% | +9.6% | +35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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