+2,071.0%
STX vs TMUS
+260.7%
+1,810.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +4.1% | +5.7% | +8.9% |
| 7D | -14.8% | +5.3% | -20.1% | -15.7% |
| 30D | -35.4% | +13.5% | -48.9% | -37.4% |
| 3M | -37.7% | -4.2% | -33.4% | -37.7% |
| 6M | -35.2% | -11.9% | -23.3% | -34.7% |
| YTD | +84.4% | -15.6% | +100.0% | +86.6% |
| 1Y | +82.3% | -16.8% | +99.0% | +84.9% |
| 3Y | +646.2% | +20.8% | +625.4% | +525.4% |
| 5Y | +487.4% | +48.0% | +439.4% | +344.1% |
| 10Y | +2,071.0% | +234.7% | +1,836.3% | +1,008.7% |
| All | +2,071.0% | +260.7% | +1,810.3% | +1,008.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling