+240.8%
TMUS vs STLA
+12.4%
+228.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.6% | +3.8% | +0.8% |
| 7D | +9.5% | -4.9% | +14.4% | +10.3% |
| 30D | +13.8% | -4.9% | +18.7% | +14.5% |
| 3M | -4.6% | -23.7% | +19.1% | -0.9% |
| 6M | -11.7% | -45.0% | +33.3% | -3.8% |
| YTD | -15.4% | -60.9% | +45.5% | -3.4% |
| 1Y | -16.1% | -58.9% | +42.7% | -5.3% |
| 3Y | +20.5% | -74.4% | +94.9% | +43.5% |
| 5Y | +48.7% | -71.5% | +120.3% | +68.0% |
| 10Y | +240.8% | +5.3% | +235.5% | +191.0% |
| All | +240.8% | +12.4% | +228.4% | +191.0% |
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