+240.8%
TMUS vs STZ
+11.6%
+229.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +9.5% | +5.3% | +4.2% | +8.0% |
| 30D | +13.8% | +19.6% | -5.8% | +8.7% |
| 3M | -4.6% | +10.0% | -14.5% | -7.0% |
| 6M | -11.7% | -0.3% | -11.4% | -11.9% |
| YTD | -15.4% | +8.6% | -24.0% | -18.1% |
| 1Y | -16.1% | +16.6% | -32.7% | -20.5% |
| 3Y | +20.5% | -34.8% | +55.3% | +31.2% |
| 5Y | +48.7% | -27.8% | +76.6% | +55.9% |
| 10Y | +240.8% | +12.5% | +228.3% | +217.9% |
| All | +240.8% | +11.6% | +229.2% | +217.9% |
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