-6.9%
TMUS vs STT
-11.4%
+4.5%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.7% | +5.6% | +0.1% |
| 7D | +9.0% | -4.9% | +13.9% | +8.0% |
| 30D | -3.2% | -6.0% | +2.8% | -3.8% |
| 3M | -6.9% | -11.7% | +4.8% | -6.7% |
| All | -6.9% | -11.4% | +4.5% | -6.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling