+320.5%
TMUS vs STRL
+2,215.5%
-1,895.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +5.8% | -9.2% | -4.2% |
| 7D | +0.1% | +3.4% | -3.3% | -0.4% |
| 30D | +5.3% | -9.2% | +14.5% | +6.3% |
| 3M | +3.1% | -51.0% | +54.2% | +11.4% |
| 6M | -16.5% | +15.8% | -32.2% | -23.0% |
| YTD | -9.2% | +58.9% | -68.0% | -20.8% |
| 1Y | -26.5% | +68.5% | -95.0% | -37.5% |
| 3Y | +39.0% | +485.2% | -446.2% | -10.6% |
| 5Y | +40.4% | +2,005.1% | -1,964.7% | -31.3% |
| 10Y | +303.7% | +7,118.0% | -6,814.2% | +36.8% |
| All | +320.5% | +2,215.5% | -1,895.0% | +65.2% |
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