+234.7%
TMUS vs STLA
+21.0%
+213.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.2% | +4.4% | +4.2% |
| 7D | +5.3% | -6.4% | +11.7% | +6.4% |
| 30D | +13.5% | -1.3% | +14.9% | +13.6% |
| 3M | -4.2% | -19.9% | +15.7% | -1.4% |
| 6M | -11.9% | -42.9% | +31.0% | -4.6% |
| YTD | -15.6% | -59.4% | +43.8% | -4.3% |
| 1Y | -16.8% | -56.8% | +40.1% | -6.9% |
| 3Y | +20.8% | -73.1% | +93.9% | +42.3% |
| 5Y | +48.0% | -70.1% | +118.1% | +65.6% |
| 10Y | +234.7% | +19.8% | +214.9% | +199.7% |
| All | +234.7% | +21.0% | +213.7% | +199.7% |
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