-23.7%
TMUS vs STT
+76.1%
-99.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.2% | -3.6% | -3.4% |
| 7D | +0.1% | +0.5% | -0.4% | +0.1% |
| 30D | +5.3% | +3.9% | +1.4% | +5.9% |
| 3M | +3.1% | +20.0% | -16.8% | +6.7% |
| 6M | -16.5% | +55.3% | -71.8% | -9.5% |
| YTD | -9.2% | +53.3% | -62.5% | -1.6% |
| All | -23.7% | +76.1% | -99.8% | -17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling