+225.4%
STM vs TMUS
+306.1%
-80.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | +0.9% | -13.3% | -12.7% |
| 7D | -20.1% | +9.0% | -29.1% | -22.5% |
| 30D | -32.0% | -3.2% | -28.7% | -32.1% |
| 3M | -24.2% | -6.9% | -17.3% | -23.7% |
| 6M | -29.9% | -16.4% | -13.5% | -27.4% |
| YTD | +54.9% | -19.6% | +74.5% | +61.2% |
| 1Y | +68.0% | -19.9% | +87.9% | +74.8% |
| 3Y | -0.1% | +14.5% | -14.7% | -10.2% |
| 5Y | -17.9% | +37.7% | -55.6% | -31.1% |
| 10Y | +392.2% | +242.2% | +150.0% | +211.1% |
| All | +225.4% | +306.1% | -80.7% | +46.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling