+298.8%
TMUS vs SYY
+297.7%
+1.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.2% |
| 7D | +8.2% | 0.0% | +8.2% | +8.1% |
| 30D | +13.4% | -2.2% | +15.6% | +14.4% |
| 3M | -3.0% | -8.0% | +5.0% | +0.1% |
| 6M | -8.8% | +7.5% | -16.3% | -11.6% |
| YTD | -13.8% | +7.4% | -21.3% | -18.0% |
| 1Y | -17.1% | +4.9% | -21.9% | -20.3% |
| 3Y | +22.7% | +24.1% | -1.4% | +8.1% |
| 5Y | +52.8% | +13.4% | +39.5% | +37.8% |
| 10Y | +244.6% | +87.5% | +157.1% | +106.1% |
| All | +298.8% | +297.7% | +1.1% | +30.5% |
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