+52.8%
TMUS vs STRL
+975.2%
-922.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.9% | -3.1% | +1.9% |
| 7D | +8.2% | +7.1% | +1.0% | +8.2% |
| 30D | +13.4% | -39.4% | +52.7% | +12.8% |
| 3M | -3.0% | -43.0% | +39.9% | -3.6% |
| 6M | -8.8% | -65.0% | +56.2% | -9.1% |
| YTD | -13.8% | -0.8% | -13.1% | -17.3% |
| 1Y | -17.1% | -20.3% | +3.2% | -19.7% |
| 3Y | +22.7% | +356.5% | -333.8% | -2.8% |
| 5Y | +52.8% | +952.8% | -900.0% | -4.7% |
| All | +52.8% | +975.2% | -922.4% | -4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling