+244.6%
TMUS vs STT
+203.9%
+40.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +1.5% |
| 7D | +8.2% | +0.4% | +7.7% | +8.0% |
| 30D | +13.4% | -0.4% | +13.8% | +13.3% |
| 3M | -3.0% | -6.5% | +3.4% | -1.7% |
| 6M | -8.8% | +17.2% | -26.0% | -12.6% |
| YTD | -13.8% | +38.2% | -52.1% | -21.3% |
| 1Y | -17.1% | +49.3% | -66.4% | -25.8% |
| 3Y | +22.7% | +181.9% | -159.3% | -8.9% |
| 5Y | +52.8% | +106.9% | -54.1% | +19.9% |
| 10Y | +244.6% | +203.1% | +41.5% | +127.9% |
| All | +244.6% | +203.9% | +40.7% | +127.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling