+1,289.7%
TMUS vs STLA
+263.8%
+1,025.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.3% | -4.7% | -3.6% |
| 7D | +0.1% | +2.6% | -2.5% | -0.3% |
| 30D | +5.3% | -1.2% | +6.5% | +5.3% |
| 3M | +3.1% | -24.8% | +27.9% | +7.2% |
| 6M | -16.5% | -25.6% | +9.1% | -13.4% |
| YTD | -9.2% | -48.9% | +39.8% | -0.9% |
| 1Y | -26.5% | -38.8% | +12.3% | -22.6% |
| 3Y | +39.0% | -64.5% | +103.6% | +55.2% |
| 5Y | +40.4% | -62.4% | +102.8% | +51.8% |
| 10Y | +303.7% | +55.4% | +248.3% | +234.3% |
| All | +1,289.7% | +263.8% | +1,025.9% | +1,073.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling