+20.5%
TMUS vs STT
+180.5%
-160.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.2% |
| 7D | +9.5% | +1.1% | +8.4% | +9.4% |
| 30D | +13.8% | -1.9% | +15.7% | +13.9% |
| 3M | -4.6% | -7.6% | +3.0% | -4.2% |
| 6M | -11.7% | +16.0% | -27.7% | -12.7% |
| YTD | -15.4% | +36.2% | -51.6% | -17.9% |
| 1Y | -16.1% | +46.8% | -62.9% | -19.6% |
| 3Y | +20.5% | +177.8% | -157.3% | +6.1% |
| All | +20.5% | +180.5% | -160.0% | +6.1% |
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