+234.7%
TMUS vs STZ
+12.5%
+222.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.5% | +1.6% | +3.5% |
| 7D | +5.3% | +3.4% | +1.9% | +4.4% |
| 30D | +13.5% | +19.6% | -6.0% | +8.5% |
| 3M | -4.2% | +8.0% | -12.3% | -6.3% |
| 6M | -11.9% | -0.3% | -11.6% | -12.1% |
| YTD | -15.6% | +8.6% | -24.1% | -18.3% |
| 1Y | -16.8% | +17.3% | -34.1% | -21.3% |
| 3Y | +20.8% | -34.7% | +55.5% | +31.5% |
| 5Y | +48.0% | -27.6% | +75.7% | +55.0% |
| 10Y | +234.7% | +11.8% | +223.0% | +212.4% |
| All | +234.7% | +12.5% | +222.2% | +212.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 10y: compounded portfolio wealth divided by compounded STZ 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…
10y analysis · Full analysis span regression · 6 months rolling