+128.3%
SBUX vs TMUS
+304.7%
-176.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.5% | -1.0% |
| 7D | -6.3% | -5.3% | -0.9% | -4.4% |
| 30D | -3.9% | +0.1% | -3.9% | -4.0% |
| 3M | +3.3% | -0.6% | +3.9% | +2.5% |
| 6M | +1.4% | -17.5% | +19.0% | +7.9% |
| YTD | +21.0% | -11.3% | +32.2% | +24.4% |
| 1Y | +22.4% | -25.4% | +47.8% | +34.8% |
| 3Y | +13.2% | +35.5% | -22.3% | -5.4% |
| 5Y | -5.2% | +41.9% | -47.1% | -23.4% |
| 10Y | +128.3% | +317.8% | -189.5% | +32.9% |
| All | +128.3% | +304.7% | -176.3% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMUS.
Daily Out/Under-Performance
Portfolio return minus TMUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMUS 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 10y: compounded portfolio wealth divided by compounded TMUS 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…
10y analysis · Full analysis span regression · 6 months rolling