+20.5%
TMUS vs STRL
+340.9%
-320.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | +9.5% | -19.8% | +29.3% | +8.3% |
| 30D | +13.8% | -43.6% | +57.4% | +10.7% |
| 3M | -4.6% | -45.2% | +40.6% | -7.1% |
| 6M | -11.7% | -65.7% | +54.0% | -15.2% |
| YTD | -15.4% | -5.4% | -9.9% | -16.7% |
| 1Y | -16.1% | -24.7% | +8.5% | -17.6% |
| 3Y | +20.5% | +335.0% | -314.6% | +14.0% |
| All | +20.5% | +340.9% | -320.4% | +14.0% |
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 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