+15.6%
STM vs TMUS
+22.8%
-7.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.8% | +1.7% | +3.6% |
| 7D | +1.4% | +8.2% | -6.7% | +2.0% |
| 30D | -8.4% | +13.4% | -21.7% | -7.5% |
| 3M | -15.8% | -3.0% | -12.8% | -15.2% |
| 6M | -22.8% | -8.8% | -14.1% | -21.6% |
| YTD | +79.4% | -13.8% | +93.2% | +81.2% |
| 1Y | +97.0% | -17.1% | +114.0% | +99.4% |
| All | +15.6% | +22.8% | -7.2% | +12.0% |
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