# TMUS Risk-Adjusted Performance Profile

Advisory: Descriptive market-risk statistics - not investment advice; past performance does not indicate future results. Informational only - not investment advice.

Window: 3y ending 2026-06-30. Benchmark: SPY. Pack hash: ba87b3e188708bb730b19c363d163c9297222db82add5bfaf11deab7b6f939b3.

## Return & risk

For TMUS over the pinned 3y window ending 2026-06-30, lmfin computes annualized return 10.47%, annualized volatility 22.91%, and maximum drawdown -37.13%. These are historical price statistics for the stated window.

Daily tail statistics for the same window are -2.34% for 95% VaR and -3.51% for 95% CVaR.

## Risk-adjusted ratios

lmfin computes Sharpe 0.29, Sortino 0.39, and Calmar 0.22 from the pinned return series. grepcent reports them as mechanical ratios, not as a rating.

## Market sensitivity vs SPY

Against SPY over the same window, lmfin computes beta 0.17 and alpha 3.91%. Up capture is 0.15 and down capture is 0.05.

## Fundamentals pairing

To pair the market-risk profile with grepcent's verified business data, TMUS's latest reported revenue is 88,309,000,000, net margin is 12.45%, and return on equity is 18.57%.

## Return and risk statistics

| Metric | Value | Window | End |
| --- | --- | --- | --- |
| Annualized return | 10.47% | 3y | 2026-06-30 |
| Annualized volatility | 22.91% | 3y | 2026-06-30 |
| Maximum drawdown | -37.13% | 3y | 2026-06-30 |
| 95% daily VaR | -2.34% | 3y | 2026-06-30 |
| 95% daily CVaR | -3.51% | 3y | 2026-06-30 |

## Ratios and SPY sensitivity

| Metric | Value | Window | End |
| --- | --- | --- | --- |
| Sharpe ratio | 0.29 | 3y | 2026-06-30 |
| Sortino ratio | 0.39 | 3y | 2026-06-30 |
| Calmar ratio | 0.22 | 3y | 2026-06-30 |
| Beta vs SPY | 0.17 | 3y | 2026-06-30 |
| Alpha vs SPY | 3.91% | 3y | 2026-06-30 |
| Up capture vs SPY | 0.15 | 3y | 2026-06-30 |
| Down capture vs SPY | 0.05 | 3y | 2026-06-30 |

## Verified fundamentals paired with the profile

| Metric | Value | Period end | Source |
| --- | --- | --- | --- |
| Revenue | 88,309,000,000 | 2025-12-31 | 0001283699-26-000010 |
| Net margin | 12.45% | 2025-12-31 | 0001283699-26-000010 |
| Return on equity | 18.57% | 2025-12-31 | 0001283699-26-000010 |

## Provenance

lmfin: lmfin 0.1.0. Command: lmfin perf TMUS --vs SPY --window 3y --end 2026-06-30 --json. Price source: yahoo; price field: adjusted_close; window start: 2023-06-30; window end: 2026-06-30. Risk-free rate input: 0.0387. Price-based statistics are computed by lmfin from Yahoo adjusted-close data over the pinned window. Fundamentals are grepcent verified SEC companyfacts. Descriptive data, not advice. Pack hash: ba87b3e188708bb730b19c363d163c9297222db82add5bfaf11deab7b6f939b3.