+42.0%
TMUS vs STZ
-33.3%
+75.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.8% | -3.3% |
| 7D | +0.1% | -1.9% | +2.0% | +0.4% |
| 30D | +5.3% | -1.9% | +7.1% | +5.6% |
| 3M | +3.1% | -6.2% | +9.4% | +4.4% |
| 6M | -16.5% | -14.0% | -2.4% | -14.5% |
| YTD | -9.2% | -5.1% | -4.0% | -9.1% |
| 1Y | -26.5% | -9.6% | -16.9% | -25.9% |
| 3Y | +39.0% | -47.2% | +86.3% | +56.7% |
| All | +42.0% | -33.3% | +75.3% | +47.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling