-4.5%
STM vs TMUS
+51.7%
-56.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.8% | +1.7% | +3.2% |
| 7D | +1.4% | +8.2% | -6.7% | +0.4% |
| 30D | -8.4% | +13.4% | -21.7% | -10.3% |
| 3M | -15.8% | -3.0% | -12.8% | -15.5% |
| 6M | -22.8% | -8.8% | -14.1% | -21.5% |
| YTD | +79.4% | -13.8% | +93.2% | +83.5% |
| 1Y | +97.0% | -17.1% | +114.0% | +103.7% |
| 3Y | +14.2% | +22.7% | -8.5% | -6.4% |
| 5Y | -4.5% | +52.8% | -57.3% | -26.7% |
| All | -4.5% | +51.7% | -56.2% | -26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling