+275.3%
TMUS vs STT
+267.0%
+8.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | +3.6% | -2.5% | +6.0% | +4.2% |
| 30D | -3.4% | -5.0% | +1.6% | -2.1% |
| 3M | -9.5% | -10.5% | +1.0% | -6.8% |
| 6M | -15.2% | +10.0% | -25.2% | -18.0% |
| YTD | -18.9% | +30.7% | -49.6% | -25.9% |
| 1Y | -17.7% | +43.8% | -61.5% | -26.9% |
| 3Y | +15.6% | +168.1% | -152.4% | -15.9% |
| 5Y | +38.9% | +101.4% | -62.5% | +6.5% |
| 10Y | +245.3% | +211.3% | +34.0% | +116.4% |
| All | +275.3% | +267.0% | +8.3% | +74.8% |
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 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