-26.5%
TMUS vs STRL
+76.3%
-102.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +5.8% | -9.2% | -2.9% |
| 7D | +0.1% | +3.4% | -3.3% | +0.4% |
| 30D | +5.3% | -9.2% | +14.5% | +4.5% |
| 3M | +3.1% | -51.0% | +54.2% | -1.1% |
| 6M | -16.5% | +15.8% | -32.2% | -14.7% |
| YTD | -9.2% | +58.9% | -68.0% | -4.5% |
| 1Y | -26.5% | +68.5% | -95.0% | -23.0% |
| All | -26.5% | +76.3% | -102.8% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 1y: compounded portfolio wealth divided by compounded STRL 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…
1y analysis · Full analysis span regression · 6 months rolling