+1,907.8%
STX vs TMUS
+241.8%
+1,666.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | -17.3% | +9.5% | -26.8% | -18.8% |
| 30D | -35.9% | +13.8% | -49.7% | -38.0% |
| 3M | -37.3% | -4.6% | -32.8% | -37.3% |
| 6M | -35.8% | -11.7% | -24.1% | -35.3% |
| YTD | +82.7% | -15.4% | +98.1% | +84.8% |
| 1Y | +71.6% | -16.1% | +87.8% | +73.8% |
| 3Y | +635.3% | +20.5% | +614.8% | +516.9% |
| 5Y | +483.8% | +48.7% | +435.0% | +340.3% |
| All | +1,907.8% | +241.8% | +1,666.0% | +897.8% |
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