+238.4%
TMUS vs STZ
+3.4%
+235.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +1.3% |
| 7D | +3.6% | +4.9% | -1.3% | +2.3% |
| 30D | -3.4% | +20.9% | -24.2% | -7.8% |
| 3M | -9.5% | +8.0% | -17.4% | -11.3% |
| 6M | -15.2% | -5.3% | -9.9% | -14.3% |
| YTD | -18.9% | +5.9% | -24.9% | -21.0% |
| 1Y | -17.7% | +14.2% | -31.9% | -21.5% |
| 3Y | +15.6% | -37.0% | +52.6% | +26.7% |
| 5Y | +38.9% | -29.7% | +68.6% | +46.4% |
| All | +238.4% | +3.4% | +235.0% | +226.3% |
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