+678.9%
STM vs TMUS
+304.9%
+374.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.5% | +5.3% | +3.3% |
| 7D | +5.8% | +0.1% | +5.7% | +5.7% |
| 30D | -1.0% | +5.3% | -6.3% | -3.5% |
| 3M | -33.3% | +3.1% | -36.4% | -34.8% |
| 6M | +57.4% | -16.5% | +73.8% | +67.8% |
| YTD | +102.2% | -9.2% | +111.4% | +106.0% |
| 1Y | +99.6% | -26.5% | +126.1% | +124.7% |
| 3Y | +14.5% | +39.0% | -24.5% | -13.0% |
| 5Y | +21.4% | +40.4% | -19.0% | -9.6% |
| All | +678.9% | +304.9% | +374.0% | +261.6% |
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