+22.2%
TMUS vs STLA
-76.9%
+99.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.1% | +5.4% | -0.4% |
| 7D | +6.5% | -13.1% | +19.6% | +7.0% |
| 30D | +11.3% | -13.3% | +24.5% | +11.7% |
| 3M | -2.9% | -27.9% | +25.0% | -2.0% |
| 6M | -10.5% | -47.8% | +37.3% | -9.1% |
| YTD | -14.4% | -64.6% | +50.1% | -12.1% |
| 1Y | -17.9% | -64.0% | +46.1% | -15.7% |
| All | +22.2% | -76.9% | +99.1% | +23.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling