+15.6%
TMUS vs STRL
+233.5%
-217.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.5% | -2.6% | +1.1% |
| 7D | +3.6% | -26.9% | +30.5% | +2.0% |
| 30D | -3.4% | -52.7% | +49.3% | -6.8% |
| 3M | -9.5% | -52.8% | +43.4% | -12.5% |
| 6M | -15.2% | -71.5% | +56.3% | -19.1% |
| YTD | -18.9% | -17.4% | -1.5% | -20.8% |
| 1Y | -17.7% | -35.0% | +17.3% | -19.7% |
| 3Y | +15.6% | +239.2% | -223.6% | +10.6% |
| All | +15.6% | +233.5% | -217.9% | +10.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling