+4.9%
STM vs TMUS
+15.4%
-10.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.9% | +3.5% | +4.5% |
| 7D | -10.7% | +3.6% | -14.3% | -10.5% |
| 30D | -25.7% | -3.4% | -22.4% | -25.4% |
| 3M | -21.6% | -9.5% | -12.1% | -21.3% |
| 6M | -27.8% | -15.2% | -12.6% | -26.9% |
| YTD | +61.8% | -18.9% | +80.7% | +62.8% |
| 1Y | +78.1% | -17.7% | +95.8% | +79.1% |
| 3Y | +4.9% | +15.6% | -10.7% | -5.5% |
| All | +4.9% | +15.4% | -10.6% | -5.5% |
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