+42.0%
TMUS vs STLA
-62.4%
+104.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.3% | -4.7% | -3.6% |
| 7D | +0.1% | +2.6% | -2.5% | -0.2% |
| 30D | +5.3% | -1.2% | +6.5% | +5.3% |
| 3M | +3.1% | -24.8% | +27.9% | +5.5% |
| 6M | -16.5% | -25.6% | +9.1% | -14.6% |
| YTD | -9.2% | -48.9% | +39.8% | -4.0% |
| 1Y | -26.5% | -38.8% | +12.3% | -24.1% |
| 3Y | +39.0% | -64.5% | +103.6% | +49.3% |
| All | +42.0% | -62.4% | +104.3% | +43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling