+422.5%
STM vs TMUS
+260.7%
+161.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.1% | +2.6% | +5.2% |
| 7D | -5.6% | +5.3% | -10.9% | -7.6% |
| 30D | -14.4% | +13.5% | -28.0% | -19.4% |
| 3M | -20.5% | -4.2% | -16.2% | -20.5% |
| 6M | -24.5% | -11.9% | -12.6% | -22.4% |
| YTD | +72.7% | -15.6% | +88.3% | +78.8% |
| 1Y | +91.0% | -16.8% | +107.8% | +98.8% |
| 3Y | +13.5% | +20.8% | -7.3% | -9.5% |
| 5Y | -9.2% | +48.0% | -57.2% | -36.8% |
| 10Y | +422.5% | +234.7% | +187.8% | +141.8% |
| All | +422.5% | +260.7% | +161.8% | +141.8% |
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