+272.0%
TMUS vs STRL
+1,063.0%
-791.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -13.9% | +14.8% | +2.6% |
| 7D | +9.0% | -34.6% | +43.6% | +14.0% |
| 30D | -3.2% | -56.7% | +53.4% | +6.3% |
| 3M | -6.9% | -54.4% | +47.5% | +1.2% |
| 6M | -16.4% | -69.7% | +53.3% | -6.3% |
| YTD | -19.6% | -20.2% | +0.6% | -24.6% |
| 1Y | -19.9% | -40.6% | +20.7% | -21.8% |
| 3Y | +14.5% | +221.7% | -207.2% | -21.9% |
| 5Y | +37.7% | +799.0% | -761.3% | -25.1% |
| 10Y | +242.2% | +3,451.5% | -3,209.2% | +25.8% |
| All | +272.0% | +1,063.0% | -791.0% | +57.2% |
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