+16.7%
STM vs TMUS
+21.2%
-4.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.5% |
| 7D | +12.0% | +4.9% | +7.1% | +12.3% |
| 30D | -0.4% | +7.7% | -8.1% | +0.4% |
| 3M | -13.2% | -6.8% | -6.4% | -12.6% |
| 6M | -26.1% | -9.7% | -16.4% | -24.9% |
| YTD | +81.2% | -15.0% | +96.1% | +82.9% |
| 1Y | +98.3% | -19.1% | +117.4% | +100.7% |
| 3Y | +16.7% | +21.4% | -4.7% | +13.1% |
| All | +16.7% | +21.2% | -4.5% | +13.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling