+308.5%
TMUS vs STT
+269.9%
+38.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.2% | -3.6% | -3.5% |
| 7D | +0.1% | +0.5% | -0.4% | 0.0% |
| 30D | +5.3% | +3.9% | +1.4% | +4.2% |
| 3M | +3.1% | +20.0% | -16.8% | -1.6% |
| 6M | -16.5% | +55.3% | -71.8% | -25.6% |
| YTD | -9.2% | +53.3% | -62.5% | -19.1% |
| 1Y | -26.5% | +74.7% | -101.2% | -36.9% |
| 3Y | +39.0% | +205.8% | -166.8% | +0.9% |
| 5Y | +40.4% | +145.0% | -104.6% | +5.0% |
| All | +308.5% | +269.9% | +38.7% | +136.6% |
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