+320.5%
TMUS vs STT
+330.6%
-10.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.2% | -3.6% | -3.5% |
| 7D | +0.1% | +0.5% | -0.4% | -0.1% |
| 30D | +5.3% | +3.9% | +1.4% | +4.0% |
| 3M | +3.1% | +20.0% | -16.8% | -2.3% |
| 6M | -16.5% | +55.3% | -71.8% | -26.8% |
| YTD | -9.2% | +53.3% | -62.5% | -20.4% |
| 1Y | -26.5% | +74.7% | -101.2% | -38.2% |
| 3Y | +39.0% | +205.8% | -166.8% | -2.4% |
| 5Y | +40.4% | +145.0% | -104.6% | +1.8% |
| 10Y | +303.7% | +266.0% | +37.7% | +142.1% |
| All | +320.5% | +330.6% | -10.1% | +87.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling