+244.6%
TMUS vs STLA
+0.5%
+244.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.5% | +5.3% | +2.4% |
| 7D | +8.2% | -11.6% | +19.8% | +10.2% |
| 30D | +13.4% | -6.2% | +19.5% | +14.3% |
| 3M | -3.0% | -24.6% | +21.5% | +0.8% |
| 6M | -8.8% | -44.9% | +36.1% | -0.7% |
| YTD | -13.8% | -62.3% | +48.4% | -1.1% |
| 1Y | -17.1% | -61.8% | +44.7% | -5.3% |
| 3Y | +22.7% | -75.3% | +98.0% | +46.9% |
| 5Y | +52.8% | -72.5% | +125.4% | +73.5% |
| 10Y | +244.6% | +0.8% | +243.9% | +196.2% |
| All | +244.6% | +0.5% | +244.1% | +196.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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