+238.4%
TMUS vs STLA
+18.3%
+220.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | +3.6% | -4.5% | +8.1% | +4.3% |
| 30D | -3.4% | -3.9% | +0.5% | -2.9% |
| 3M | -9.5% | -20.2% | +10.7% | -6.7% |
| 6M | -15.2% | -42.2% | +27.0% | -8.4% |
| YTD | -18.9% | -59.3% | +40.4% | -8.2% |
| 1Y | -17.7% | -56.1% | +38.4% | -8.3% |
| 3Y | +15.6% | -73.7% | +89.3% | +36.8% |
| 5Y | +38.9% | -70.3% | +109.2% | +55.5% |
| All | +238.4% | +18.3% | +220.1% | +213.0% |
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