-16.3%
TMUS vs STRL
-26.3%
+10.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +15.0% | -10.8% | +5.5% |
| 7D | +5.3% | -13.3% | +18.7% | +4.2% |
| 30D | +13.5% | -43.3% | +56.9% | +8.3% |
| 3M | -4.2% | -46.9% | +42.6% | -8.9% |
| 6M | -11.9% | -65.6% | +53.7% | -18.0% |
| YTD | -15.6% | -5.1% | -10.5% | -15.3% |
| All | -16.3% | -26.3% | +10.0% | -16.4% |
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