+275.3%
TMUS vs STRL
+1,103.3%
-828.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.5% | -2.6% | +0.5% |
| 7D | +3.6% | -26.9% | +30.5% | +6.9% |
| 30D | -3.4% | -52.7% | +49.3% | +5.0% |
| 3M | -9.5% | -52.8% | +43.4% | -2.1% |
| 6M | -15.2% | -71.5% | +56.3% | -4.0% |
| YTD | -18.9% | -17.4% | -1.5% | -24.3% |
| 1Y | -17.7% | -35.0% | +17.3% | -20.7% |
| 3Y | +15.6% | +239.2% | -223.6% | -21.8% |
| 5Y | +38.9% | +830.2% | -791.3% | -24.8% |
| 10Y | +245.3% | +3,574.7% | -3,329.4% | +26.4% |
| All | +275.3% | +1,103.3% | -828.1% | +57.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling