+21.4%
TMUS vs STT
+182.6%
-161.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | +4.9% | +4.8% | +0.1% | +4.6% |
| 30D | +7.7% | +3.9% | +3.8% | +7.4% |
| 3M | -6.8% | -8.2% | +1.4% | -6.4% |
| 6M | -9.7% | +15.6% | -25.3% | -10.7% |
| YTD | -15.0% | +37.6% | -52.6% | -17.5% |
| 1Y | -19.1% | +50.1% | -69.2% | -22.6% |
| 3Y | +21.4% | +183.1% | -161.6% | +7.3% |
| All | +21.4% | +182.6% | -161.2% | +7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling